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@bsvars

bsvars

We develop R packages for Bayesian Structural Vector Autoregressions using frontier econometric methods and compiled code written in cpp
README.md

bsvars is an R package and a GitHub Organisation

In the Organisation, we are working on the development of R packages for Bayesian Structural Vector Autoregressions using frontier econometrics methods and compiled code written in cpp.

We are hosting

  1. The developer repository of the R package bsvarTVPs
  2. Organisation website bsvars.github.io/
  3. COMING SOON: The developer repository of the R package bsvars

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  1. bsvarsbsvarsPublic

    Bayesian Estimation of Structural Vector Autoregressive Models

    R 62 17

  2. bsvarSIGNsbsvarSIGNsPublic

    Bayesian SVARs with Sign, Zero, and Narrative Restrictions

    C++ 31 6

  3. bpvarsbpvarsPublic

    Forecasting with Bayesian Panel Vector Autoregressions

    C++ 5 3

  4. bsvarTVPsbsvarTVPsPublic

    Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix

    C++ 13 12

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