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3 search results found
Bmr
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59
Bayesian Macroeconometrics in R
Bvar
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39
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 for the computation of impulse responses and forecasts and provides functionality for assessing results.
Bvartools
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27
Functions for Bayesian inference of vector autoregressive and vector error correction models
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