BVAR-package | BVAR |
as.mcmc.bvar | Method 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 |
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_plot | Plotting method for Bayesian VARs |
bv_plot_density | Hyperparameter trace & density plot |
bv_plot_fcast | Plotting method for Bayesian VAR forecasts |
bv_plot_irf | Plotting method for Bayesian VAR impulse responses |
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 |
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_qd | FRED-QD: Quarterly Database for Macroeconomic Research |
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 |
logLik.bvar | Log-Likelihood method for Bayesian VARs |
plot.bvar | Plotting method for Bayesian VARs |
plot.bvar_density | Density methods for Bayesian VARs |
plot.bvar_fcast | Plotting method for Bayesian VAR forecasts |
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 |
print.bvar | Hierarchical Bayesian Vector Autoregression |
print.bvar_coefs | Coefficient and VCOV methods for Bayesian VARs |
print.bvar_density | Density methods for Bayesian VARs |
print.bvar_fcast | Predict method for Bayesian VARs |
print.bvar_fcast_summary | Predict method for Bayesian VARs |
print.bvar_fevd | Impulse response and forecast error methods for Bayesian VARs |
print.bvar_fitted | Fitted and residual methods for Bayesian VARs |
print.bvar_irf | Impulse response and forecast error methods for Bayesian VARs |
print.bvar_resid | Fitted and residual methods for Bayesian VARs |
print.bvar_summary | Summary method for Bayesian VARs |
print.bvar_vcovs | Coefficient and VCOV methods for Bayesian VARs |
print.bv_dummy | Prior settings |
print.bv_fcast | Forecast settings |
print.bv_metropolis | Metropolis-Hastings settings |
print.bv_minnesota | Prior settings |
print.bv_priors | Prior settings |
print.bv_psi | Prior settings |
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 |