AIC.bgvar               Akaike Information Criterion
BIC.bgvar               Bayesian Information Criterion
DIC                     Deviance Information Criterion
IRF                     Impulse Response Functions
IRF.cf                  Counterfactual Analysis
avg.pair.cc             Average pairwise cross-sectional correlations
bgvar                   BGVAR
coef.bgvar              Extract model coefficients
cond.pred               Conditional Forecasts
conv.diag               MCMC convergence diagnostics
eerData                 Example data set to replicate Feldkircher and
                        Huber (2016)
eerDataspf              eerData extended with expectations data
fevd.decomp             Forecast Error Variance Decomposition
fitted.bgvar            Extract Model Fitted Values
gfevd.decomp            Generalized Forecast Error Variance
                        Decomposition
hd.decomp               Historical Decomposition
list_to_matrix          Convert Input List to Matrix
logLik.bgvar            Extract Log-Likelihood
lps.bgvar.pred          Compute log-predictive scores
matrix_to_list          Convert Input Matrix to List
monthlyData             Monthly EU / G8 countries macroeconomic dataset
pesaranData             pesaranData
plot.bgvar              Plotting function for fitted values
plot.bgvar.fevd         Plotting Function for Forecast Error Variance
                        Decomposition
plot.bgvar.irf          Plot predictions of bgvar
plot.bgvar.pred         Plot predictions of bgvar
plot.bgvar.resid        Plotting function for residuals
predict.bgvar           Compute predictions
print.bgvar             Print bgvar Output
print.bgvar.CD          Print convergence diagnostics
print.bgvar.lps         Print prediction evaulation
print.bgvar.rmse        Print prediction evaulation
resid.corr.test         Residual autocorrelation test
residuals.bgvar         Extract residuals of Global Vector
                        Autoregression
rmse.bgvar.predict      Compute root mean squared errors
summary.bgvar           Summarizing Bayesian Global Vector
                        Autoregression Fits
vcov.bgvar              Extract variance-covariance matrix
