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bpvars 1.0

  1. This package is alive! #1
  2. The package includes the Gibbs sampler for a Bayesian Hierarchical Panel Vector Autoregression model. #2
  3. The package includes labour market dynamic panel data. #3
  4. The package includes the forecast method. #5
  5. The package includes possibility of conditional forecasting given projected paths of some of the variables. #8
  6. The package includes estimation and forecasting with exogenous variables. #12
  7. The package includes forecast error variance decomposition analysis #14
  8. The package includes plot and summary routines #17
  9. The package features a hexagonal logo #26 with the code for reproduction
  10. The package includes a pkgdown website #26
  11. The package is featured at bsvars.org
  12. Included several simple models like that by Jarociński (2010) and country-specific VARs for dynamic panel data #34
  13. Included a model with group-specific prior #29
  14. Included functionality for pseudo-out-of-sample forecasting and forecast performance evaluation #28
  15. Included missing variable treatment for all models #36

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.