bvar | Bayesian Vector Autoregression Objects |
bvartools | bvartools: Bayesian Inference of Vector Autoregressive Models |
bvec | Bayesian Vector Error Correction Objects |
bvec_to_bvar | Transform a VECM to VAR in levels |
bvs | Bayesian Variable Selection |
e1 | West German economic time series data |
e6 | German interest and inflation rate data |
fevd | Forecast Error Variance Decomposition |
gen_var | Vector Autoregressive Model Input |
gen_vec | Vector Error Correction Model Input |
inclusion_prior | Prior Inclusion Probabilities |
irf | Impulse Response Function |
kalman_dk | Durbin and Koopman Simulation Smoother |
loglik_normal | Calculates the log-likelihood of a multivariate normal distribution. |
minnesota_prior | Minnesota Prior |
plot.bvarfevd | Forecast Error Variance Decomposition |
plot.bvarirf | Impulse Response Function |
plot.bvarprd | Plotting Forecasts of BVAR Models |
post_coint_kls | Posterior Draw for Cointegration Models |
post_coint_kls_sur | Posterior Draw for Cointegration Models |
post_normal | Posterior Draw from a Normal Distribution |
post_normal_sur | Posterior Draw from a Normal Distribution |
predict.bvar | Bayesian Vector Autoregression Objects |
print.summary.bvar | Summarising Bayesian VAR Coefficients |
print.summary.bvec | Summarising Bayesian VEC Coefficients |
ssvs | Stochastic Search Variable Selection |
ssvs_prior | Stochastic Search Variable Selection Prior |
summary.bvar | Summarising Bayesian VAR Coefficients |
summary.bvec | Summarising Bayesian VEC Coefficients |
thin | Thinning Posterior Draws |
us_macrodata | US macroeconomic data |