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@bsvars

bsvars

We develop R packages for Bayesian Structural Vector Autoregressions using frontier econometric methods and compiled code written in cpp
README.md

bsvars is an R package and a GitHub Organisation

In the Organisation, we are working on the development of R packages for Bayesian Structural Vector Autoregressions using frontier econometrics methods and compiled code written in cpp.

We are hosting

  1. The developer repository of the R package bsvarTVPs
  2. Organisation website bsvars.github.io/
  3. COMING SOON: The developer repository of the R package bsvars

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  1. bsvars bsvars Public

    Bayesian Estimation of Structural Vector Autoregressive Models

    R 44 10

  2. bsvarTVPs bsvarTVPs Public

    Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix

    C++ 8 11

Repositories

Showing 10 of 14 repositories
  • 2024-11-PSEunimelb Public

    Presentation of the concept for R packages bsvars and bsvarSIGNs to bridge the gap in objectives and incentives between academia and governance institutions during the Public Sector Economics Conference at the University of Melbourne on 25 November 2024

    bsvars/2024-11-PSEunimelb’s past year of commit activity
    TeX 0 GPL-3.0 0 0 0 Updated Nov 25, 2024
  • bsvarSIGNs Public

    Bayesian SVARs with Sign, Zero, and Narrative Restrictions

    bsvars/bsvarSIGNs’s past year of commit activity
    C++ 11 2 10 0 Updated Nov 18, 2024
  • bsvars Public

    Bayesian Estimation of Structural Vector Autoregressive Models

    bsvars/bsvars’s past year of commit activity
    R 44 10 7 0 Updated Nov 18, 2024
  • bsvars.github.io Public

    bsvars R packages environment

    bsvars/bsvars.github.io’s past year of commit activity
    CSS 0 GPL-3.0 0 0 0 Updated Nov 18, 2024
  • 2024-08-bsvars-QuantEcon Public

    Presentation of R packages bsvars and bsvarSIGNs at the QUantEcon seminar at the ANU on 30 August 2024

    bsvars/2024-08-bsvars-QuantEcon’s past year of commit activity
    HTML 2 GPL-3.0 0 0 0 Updated Oct 31, 2024
  • 2024-08-bsvars-monash Public

    bsvars-verse presentation at Monash Uni

    bsvars/2024-08-bsvars-monash’s past year of commit activity
    HTML 0 GPL-3.0 0 0 0 Updated Oct 31, 2024
  • bvarPANELs Public

    Forecasting with Bayesian Hierarchical Panel Vector Autoregressions

    bsvars/bvarPANELs’s past year of commit activity
    R 1 0 4 0 Updated Oct 25, 2024
  • hex Public

    hex logo and sticker designs

    bsvars/hex’s past year of commit activity
    R 0 GPL-3.0 0 0 0 Updated Oct 11, 2024
  • 2024-10-be24-bsvars Public

    A lecture on Bayesian Structural Vector Autoregressions using the bsvars package given to Bayesian Econometrics students at the unimelb in October 2024

    bsvars/2024-10-be24-bsvars’s past year of commit activity
    HTML 1 GPL-3.0 1 0 0 Updated Oct 10, 2024
  • 2024-10-be24-bsvarSIGNs Public

    A lecture on Bayesian Vector Autoregressions using the bsvarSIGNs package given to Bayesian Econometrics students at the unimelb in October 2024

    bsvars/2024-10-be24-bsvarSIGNs’s past year of commit activity
    HTML 0 GPL-3.0 0 0 0 Updated Oct 3, 2024
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