BVAR

Estimation of hierarchical Bayesian vector autoregressive models following Kuschnig & Vashold (2021) doi:10.18637/jss.v100.i14. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015) doi:10.1162/REST_a_00483. Functions to compute and identify impulse responses, calculate forecasts, forecast error variance decompositions and scenarios are available. Several methods to print, plot and summarise results facilitate analysis.

Last 30 days

This package has been downloaded 982 times in the last 30 days. Not bad! The download count is somewhere between 'small-town buzz' and 'moderate academic conference'. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 20 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 11,571 times in the last 365 days. That's enough downloads to make it mildly famous in niche technical communities. A badge of honor! The day with the most downloads was Feb 19, 2025 with 102 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.