Man pages for joergrieger/bvars
Estimation and forecasting of bayesian VAR models
| bvar | Estimate a bayesian vector autoregressive model. |
| cforecast | Conditional forecasts |
| compirf | Function to draw one single path for the impulse-response... |
| diag_geweke | Geweke Convergence diagnostics |
| favar | Factor-Augmented Vector Autoregression |
| fevd | Forecast error variance decomposition |
| forecast | forecasts for a bayesian VAR model |
| ftvar | bayesian estimation of threshold VAR |
| hd | Historical decompositions |
| irf | Compute Impulse-Response Functions |
| msvar | Estimate regime-switching models with fixed transition... |
| plot_autocorr | autocorrelation of posterior draws |
| plot.bvirf | Plotting Impulse-Response Functions |
| plot_density | posterior density plots |
| plot.fcbvar | plot forecasts |
| plot.fctvar | plot forecasts |
| plot.msirf | plot impulse-response functions for regime switchi models |
| plotresids | plot residuals |
| plot_trace | posterior trace plots |
| plot.tvirf | plot impulse-response functions threshold VAR-Models |
| reexports | Objects exported from other packages |
| set_identification_cholesky | set cholesky identification |
| set_identification_sign | set identification via sign restrictions |
| set_identification_zero | Identify structural shocks using zero restrictions |
| set_prior_cnw | sets up conjugate Normal-Wishart prior |
| set_prior_minnesota | set up Minnesota Prior |
| set_prior_ssvs | set up Stochastic Search Variable Selection Prior |
| set_prior_uninformative | set up uninformative prior |
| structural.zero | identify a structural shocks of a VAR model using zero... |
| tirf1 | parallel compuation of irfs of tvars |
| tvar | bayesian estimation of threshold VAR |
| USMonPol | Multivariate time series of federal funds rate, unemployment,... |
