draw_posterior

Forwards model input to posterior simulation functions. This is a generic function.

Assists in the set-up of algorithms for Bayesian inference of vector autoregressive (VAR) and error correction (VEC) models. Functions for posterior simulation, forecasting, impulse response analysis and forecast error variance decomposition are largely based on the introductory texts of Chan, Koop, Poirier and Tobias (2019, ISBN: 9781108437493), Koop and Korobilis (2010) <doi:10.1561/0800000013> and Luetkepohl (2006, ISBN: 9783540262398).

Franz X. Mohr

bvartools

Bayesian Inference of Vector Autoregressive and Error Correction
Models

draw_posterior function

<dl><dt>object</dt>
<dd>a list of model specifications. Usually, the output of a call to 
<code>gen_var</code>, <code>gen_vec</code> or <code>gen_dfm</code> in combination with <code>add_priors</code>.</dd>
<dt>...</dt>
<dd>arguments passed forward to method.</dd></dl>

Arguments

Posterior Simulation — draw_posterior

<dl>

<dt>object</dt>
<dd>a list of model specifications. Usually, the output of a call to 
<code>gen_var</code>, <code>gen_vec</code> or <code>gen_dfm</code> in combination with <code>add_priors</code>.</dd>


<dt>...</dt>
<dd>arguments passed forward to method.</dd>

</dl>

draw_posterior: Posterior Simulation

Description

Usage

Arguments