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@bsvars

bsvars

We develop R packages for Bayesian Structural Vector Autoregressions using frontier econometric methods and compiled code written in cpp
README.md

bsvars is an R package and a GitHub Organisation

In the Organisation, we are working on the development of R packages for Bayesian Structural Vector Autoregressions using frontier econometrics methods and compiled code written in cpp.

We are hosting

  1. The developer repository of the R package bsvarTVPs
  2. Organisation website bsvars.github.io/
  3. COMING SOON: The developer repository of the R package bsvars

Pinned

  1. bsvars bsvars Public

    Bayesian Estimation of Structural Vector Autoregressive Models

    R 23 5

  2. bsvarTVPs bsvarTVPs Public

    Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix

    C++ 8 9

Repositories

Showing 6 of 6 repositories
  • bsvarSIGNs Public

    Developing an R package for Bayesian Structural VARs identified by zero, sign, and narrative restrictions

    C++ 3 2 5 0 Updated Jun 3, 2024
  • bsvars Public

    Bayesian Estimation of Structural Vector Autoregressive Models

    R 23 5 10 0 Updated May 31, 2024
  • 2024-05-bsvars-mcxs Public

    bsvars package presentation by Tomasz for Macroeconometrics students at the University of Melbourne on 2024-05-23

    HTML 0 GPL-3.0 0 0 0 Updated May 28, 2024
  • bsvars.github.io Public

    bsvars R packages environment

    CSS 0 GPL-3.0 0 0 0 Updated Mar 5, 2024
  • .github Public

    Just a README file

    0 GPL-3.0 0 0 0 Updated Oct 20, 2023
  • bsvarTVPs Public

    Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix

    C++ 8 9 7 0 Updated Oct 20, 2023

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