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abe_cb_r

Applied Bayesian Econometrics for Central Bankers in R

applied_bayesian_econometrics_for-central-banker-in-r

Code Examples from Blake and Mumtaz Applied Bayesian Econometris for Central Bankers book

atsar

Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.

bayesforecast

Automatic forecasting and Bayesian modeling for time series with Stan

bayesgarch

Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

bayesian-cointegration

This repo contains scripts from my masters thesis "A Bayesian cointegration testing procedure with conditional prior odds"

bayesian-mlvar

bayesian-svar-zero-and-sign-restrictions

bayesian-times-series-methods

Barcelona GSE Macroeconometrics Summer School 2018 courses

bayesian_unitroots

R code for paper 'Bayesian model selection for unit root testing with multiple structural breaks'

bayesianms-var-gc

Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R

bayesianms-var-gc-1

Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R

bayesianvars

BVARs

bayesianvectorautoregression

bayest-caviar

An adaptive MCMC algorithm for Bayesian Threshold CAViaR model

bayesvar

Bayesian methods for Vector Autoregressive Model

bear-toolbox

The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.

bgvar

Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.

bhsbvar

:exclamation: This is a read-only mirror of the CRAN R package repository. BHSBVAR — Structural Bayesian Vector Autoregression Models

binder-environment

A binder environment for ATSA material. Make sure to read the wiki (tab to left) to read about my pain points.

bmlib

Bayesian Macroeconometrics C++ Library

bmr

Bayesian Macroeconometrics in R

brms

brms R package for Bayesian generalized multivariate non-linear multilevel models using Stan

bsts

:exclamation: This is a read-only mirror of the CRAN R package repository. bsts — Bayesian Structural Time Series

bsvars

Bayesian Estimation of Structural Vector Autoregressive Models

bsvartvps

Bayesian estimation of heteroskedastic Structural Vector Autoregressions with Markov-switching structural matrix

bvar-2

A set of functions for BVAR estimation

bvar-3

BVAR with wishart prior

bvarforecasting

Tools for estimating BVAR models, producing forecasts, and reporting results. Based on the review in Karlsson (2013).

bvarr

r package for bayesian VARs