Hierarchical Bayesian Vector Autoregression


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Documentation for package ‘BVAR’ version 0.2.2

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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