add_priors |
Add Priors to Bayesian Models A generic function used to generate prior specifications for a list of models. The function invokes particular methods which depend on the class of the first argument. |
add_priors.bvarmodel |
Add Priors for a Vector Autoregressive Models |
add_priors.bvecmodel |
Add Priors for Vector Error Correction Models |
add_priors.dfmodel |
Add Priors to Dynamic Factor Model |
bem_dfmdata |
FRED-QD data |
bvar |
Bayesian Vector Autoregression Objects |
bvarpost |
Posterior Simulation for BVAR Models |
bvec |
Bayesian Vector Error Correction Objects |
bvecpost |
Posterior Simulation for BVEC Models |
bvec_to_bvar |
Transform a VEC Model to a VAR in Levels |
bvs |
Bayesian Variable Selection |
dfm |
Bayesian Dynamic Factor Model Objects |
dfmpost |
Posterior Simulation for Dynamic Factor Models |
draw_posterior |
Posterior Simulation |
draw_posterior.bvarmodel |
Posterior Simulation |
draw_posterior.bvecmodel |
Posterior Simulation for Vector Error Correction Models |
draw_posterior.dfmodel |
Posterior Simulation |
e1 |
West German economic time series data |
e6 |
German interest and inflation rate data |
fevd |
Forecast Error Variance Decomposition A generic function used to calculate forecast error varianc decompositions. |
fevd.bvar |
Forecast Error Variance Decomposition |
gen_dfm |
Dynamic Factor Model Input |
gen_var |
Vector Autoregressive Model Input |
gen_vec |
Vector Error Correction Model Input |
inclusion_prior |
Prior Inclusion Probabilities |
irf |
Impulse Response Function A generic function used to calculate impulse response functions. |
irf.bvar |
Impulse Response Function |
kalman_dk |
Durbin and Koopman Simulation Smoother |
loglik_normal |
Calculates the log-likelihood of a multivariate normal distribution. |
minnesota_prior |
Minnesota Prior |
plot.bvar |
Bayesian Vector Autoregression Objects |
plot.bvarfevd |
Forecast Error Variance Decomposition A generic function used to calculate forecast error varianc decompositions. |
plot.bvarirf |
Impulse Response Function A generic function used to calculate impulse response functions. |
plot.bvarlist |
Plotting Posterior Draws of Bayesian VAR or VEC Models |
plot.bvarprd |
Plotting Forecasts of BVAR Models |
plot.bvec |
Bayesian Vector Error Correction Objects |
plot.dfm |
Bayesian Dynamic Factor Model Objects |
post_coint_kls |
Posterior Draw for Cointegration Models |
post_coint_kls_sur |
Posterior Draw for Cointegration Models |
post_normal |
Posterior Draw from a Normal Distribution |
post_normal_covar_const |
Posterior Simulation of Error Covariance Coefficients |
post_normal_covar_tvp |
Posterior Simulation of Error Covariance Coefficients |
post_normal_sur |
Posterior Draw from a Normal Distribution |
predict.bvar |
Bayesian Vector Autoregression Objects |
print.summary.bvar |
Summarising Bayesian VAR Coefficients |
print.summary.bvec |
Summarising Bayesian VEC Coefficients |
ssvs |
Stochastic Search Variable Selection |
ssvs_prior |
Stochastic Search Variable Selection Prior |
stochvol_ksc1998 |
Stochastic Volatility |
stochvol_ocsn2007 |
Stochastic Volatility |
stoch_vol |
Stochastic Volatility |
summary.bvar |
Summarising Bayesian VAR Coefficients |
summary.bvarlist |
Summarising Bayesian VAR or VEC Models |
summary.bvec |
Summarising Bayesian VEC Coefficients |
summary.dfm |
Summarising Bayesian Dynamic Factor Models |
thin.bvar |
Thinning Posterior Draws |
thin.bvarlist |
Thinning Posterior Draws |
thin.bvec |
Thinning Posterior Draws |
thin.dfm |
Thinning Posterior Draws |
us_macrodata |
US macroeconomic data |