Bayesian Macroeconometrics in R
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Jul 18, 2022 - C++
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bvar
Here are 9 public repositories matching this topic...
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.
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Nov 12, 2024 - R
Functions for Bayesian inference of vector autoregressive and vector error correction models
bayesian bayesian-inference r-package mcmc gibbs-sampling vector-autoregression bvar bayesian-var bvecm vector-error-correction-model
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Sep 28, 2024 - R
Bayesian Macroeconometrics C++ Library
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Jun 26, 2018 - C++
R and Python package to model Bayesian VAR and VHAR models
python r time-series eigen har forecasting bayesian pybind11 vector-autoregression bvar bayesian-econometrics rcppeigen
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Nov 29, 2025 - C++
Standard Bayesian VAR with conjugate priors and Minnesota dummy-observation priors (unit-root and cointegration dummies) for analyzing shock transmission between U.S. 5-year and 3-year T-Bills and Colombian 5-year TES.
reproducible-research gibbs-sampling macroeconomics bvar bayesian-var multivariate-time-series minnesota-prior fevd impulse-response-functions
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Aug 26, 2025 - Jupyter Notebook
Codes for BVHAR Research
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Nov 18, 2023 - R
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Oct 9, 2021 - R
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