BGVAR

cranv2.5.9

Bayesian Global Vector Autoregressions. Estimation of Bayesian Global Vector Autoregressions (BGVAR) with different prior setups and the possibility to introduce stochastic volatility. Built-in priors include the Minnesota, the stochastic search variable selection and Normal-Gamma (NG) prior. For a reference see also Crespo Cuaresma, J.,

License GPL-3strong copyleft0 versions1 maintainers18 deps137 weekly dl
mboeck11/BGVAR
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10/25
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3/20
popularity
25/25
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0/15
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3/15
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Dependencies (18)
abindbayesmcodaGIGrvggraphicsknitrMASSMatrixmethodsparallelRcppRcppParallelreadxlstatsstochvolutilsxtszoo
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First published · 2025-09-22 15:51:30

Last updated · 2025-09-22T14:10:10+00:00