Hierarchical Bayesian Vector Autoregression

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Documentation for package ‘BVAR’ version 0.1.5

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bvar Hierarchical Bayesian Vector Autoregression
bv_alpha Minnesota prior settings
bv_dummy Dummy prior settings
bv_fcast Forecast settings
bv_irf Impulse response settings
bv_lambda Minnesota prior settings
bv_mh Metropolis-Hastings settings
bv_mn Minnesota prior settings
bv_plot Hyperparameter plot
bv_plot_density Hyperparameter trace & density plot
bv_plot_fcast Forecast plot
bv_plot_irf Impulse response plot
bv_plot_trace Hyperparameter trace & density plot
bv_priors Prior settings
bv_psi Minnesota prior settings
bv_soc Dummy prior settings
bv_sur Dummy prior settings
fred_qd FRED-QD: Quarterly Database for Macroeconomic Research
plot.bvar Hyperparameter plot
plot.bvar_fcast Forecast plot
plot.bvar_irf Impulse response plot
print.bvar BVAR print methods
print.bvar_fcast BVAR print methods
print.bvar_irf BVAR print methods
print.bv_fcast BVAR print methods
print.bv_irf BVAR print methods