nk027 / bvar

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.

nk027
nk027
Date Created 2018-12-05 (6 years ago)
Commits 567 (last one about a month ago)
Stargazers 51 (0 this week)
Watchers 5 (0 this week)
Forks 21
License other
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RepositoryStats indexes 595,856 repositories, of these nk027/bvar is ranked #463,222 (22nd percentile) for total stargazers, and #335,688 for total watchers. Github reports the primary language for this repository as R, for repositories using this language it is ranked #2,775/3,403.

Other Information

nk027/bvar has Github issues enabled, there are 19 open issues and 75 closed issues.

There have been 13 releases, the latest one was published on 2024-02-16 (10 months ago) with the name CRAN Update 10.

Homepage URL: https://cran.r-project.org/package=BVAR

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updated: 2024-12-10 @ 11:43am, id: 160569216 / R_kgDOCZIXgA