Add Priors to Dynamic Factor Model
bvartools: Bayesian Inference of Vector Autoregressive and Error Correction Models
Add Priors for a Vector Autoregressive Models
Transform a VEC Model to a VAR in Levels
Add Priors to Bayesian Models
A generic function used to generate prior specifications for a list of models. The
function invokes particular methods which depend on the class of the first argument.
FRED-QD data
Posterior Simulation for BVAR Models
Bayesian Vector Error Correction Objects
Add Priors for Vector Error Correction Models
Bayesian Vector Autoregression Objects
German interest and inflation rate data
Posterior Simulation for Dynamic Factor Models
Posterior Simulation for Vector Error Correction Models
Posterior Simulation
Posterior Simulation
Bayesian Variable Selection
Bayesian Dynamic Factor Model Objects
Posterior Simulation for BVEC Models
Posterior Simulation
West German economic time series data
Prior Inclusion Probabilities
Dynamic Factor Model Input
Durbin and Koopman Simulation Smoother
Vector Error Correction Model Input
Vector Autoregressive Model Input
Calculates the log-likelihood of a multivariate normal distribution.
Forecast Error Variance Decomposition
Forecast Error Variance Decomposition
A generic function used to calculate forecast error varianc decompositions.
Impulse Response Function
A generic function used to calculate impulse response functions.
Stochastic Search Variable Selection
Posterior Simulation of Error Covariance Coefficients
Plotting Forecasts of BVAR Models
Minnesota Prior
Posterior Simulation of Error Covariance Coefficients
Posterior Draw for Cointegration Models
Posterior Draw from a Normal Distribution
Summarising Bayesian VAR or VEC Models
Posterior Draw from a Normal Distribution
Summarising Bayesian VEC Coefficients
Stochastic Volatility
Stochastic Volatility
Plotting Posterior Draws of Bayesian VAR or VEC Models
Posterior Draw for Cointegration Models
Summarising Bayesian VAR Coefficients
Impulse Response Function
US macroeconomic data
Summarising Bayesian Dynamic Factor Models
Stochastic Search Variable Selection Prior
Thinning Posterior Draws
Thinning Posterior Draws
Stochastic Volatility
Thinning Posterior Draws
Thinning Posterior Draws