Hierarchical Bayesian Vector Autoregression


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Documentation for package ‘BVAR’ version 1.0.1

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BVAR-package BVAR: Hierarchical Bayesian vector autoregression
as.mcmc.bvar Methods for 'coda' Markov chain Monte Carlo objects
as.mcmc.bvar_chains Methods for 'coda' Markov chain Monte Carlo objects
bvar Hierarchical Bayesian vector autoregression
bv_alpha Minnesota prior settings
bv_dummy Dummy prior settings
bv_fcast Forecast settings
bv_irf Impulse response settings and identification
bv_lambda Minnesota prior settings
bv_metropolis Metropolis-Hastings settings
bv_mh Metropolis-Hastings settings
bv_minnesota Minnesota prior settings
bv_mn Minnesota prior settings
bv_priors Prior settings
bv_psi Minnesota prior settings
bv_soc Dummy prior settings
bv_sur Dummy prior settings
coda Methods for 'coda' Markov chain Monte Carlo objects
coef.bvar Coefficient and VCOV methods for Bayesian VARs
companion Retrieve companion matrix from a Bayesian VAR
companion.bvar Retrieve companion matrix from a Bayesian VAR
density.bvar Density methods for Bayesian VARs
fevd Impulse response and forecast error methods for Bayesian VARs
fevd.bvar Impulse response and forecast error methods for Bayesian VARs
fitted.bvar Fitted and residual methods for Bayesian VARs
fred_code FRED transformation and subset helper
fred_md FRED-MD and FRED-QD: Databases for Macroeconomic Research
fred_qd FRED-MD and FRED-QD: Databases for Macroeconomic Research
fred_transform FRED transformation and subset helper
independent_index Density methods for Bayesian VARs
irf Impulse response and forecast error methods for Bayesian VARs
irf.bvar Impulse response and forecast error methods for Bayesian VARs
irf<- Impulse response and forecast error methods for Bayesian VARs
logLik.bvar Log-Likelihood method for Bayesian VARs
par_bvar Parallel hierarchical Bayesian vector autoregression
plot.bvar Plotting method for Bayesian VARs
plot.bvar_density Density methods for Bayesian VARs
plot.bvar_fcast Plotting method for Bayesian VAR predictions
plot.bvar_irf Plotting method for Bayesian VAR impulse responses
plot.bvar_resid Fitted and residual methods for Bayesian VARs
predict.bvar Predict method for Bayesian VARs
predict<- Predict method for Bayesian VARs
residuals.bvar Fitted and residual methods for Bayesian VARs
summary.bvar Summary method for Bayesian VARs
summary.bvar_fcast Predict method for Bayesian VARs
summary.bvar_irf Impulse response and forecast error methods for Bayesian VARs
vcov.bvar Coefficient and VCOV methods for Bayesian VARs