Pinned Loading

1. bvarbvarPublic

   Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows…

   R 58 23

2. BVARverseBVARversePublic

   Functions to prepare and visualise tidy objects from BVAR.

   R 2 1

3. bsregbsregPublic

   Fit Bayesian models with a focus on spillover effects. Implements linear specifications (with or without shrinkage), allows for spatial lags of the dependent, explanatories, and error term, paramet…

   R 12 4

4. influential_setsinfluential_setsPublic

   R package to study sensitivity of linear regression to influential sets.

   R 4