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 1,025 times in the last 30 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 26 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 11,643 times in the last 365 days. The academic equivalent of having a dedicated subreddit. There are fans, and maybe even a few trolls! 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.