2 results found Sort:

kthohr
BMR kthohr
57
86
gpl-2.0
24
Bayesian Macroeconometrics in R
r bmr bvar dsge dsgevar c-plus-plus bayesian-macroeconometrics
Created 2014-06-17
167 commits to master branch, last one 6 years ago
nk027
bvar nk027
21
51
other
5
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 fo...
bvar bayesian forecasts impulse-responses vector-autoregressions
Created 2018-12-05
567 commits to master branch, last one about a month ago