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bvar nk027
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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