{ "_id": "6ac25bbcd743750d376d84e2", "Package": "bvartools", "Title": "Bayesian Inference of Vector Autoregressive and Error Correction\nModels", "Version": "1.0.0", "Date": "2026-09-20", "Authors@R": "person(c(\"Franz\", \"X.\"), \"Mohr\", email = \"franz.x.mohr@outlook.com\", role = c(\"aut\",\"cre\",\"cph\"), comment = c(ORCID = \"0009-0003-8890-7781\"))", "Description": "Assists in the set-up of algorithms for Bayesian inference\nof vector autoregressive (VAR) and error correction (VEC)\nmodels. Functions for posterior simulation, forecasting,\nimpulse response analysis and forecast error variance\ndecomposition are largely based on the introductory texts of\nChan, Koop, Poirier and Tobias (2019, ISBN: 9781108437493),\nKoop and Korobilis (2010) and\nLuetkepohl (2006, ISBN: 9783540262398).", "License": "GPL (>= 2)", "SystemRequirements": "GNU make", "Encoding": "UTF-8", "URL": "https://github.com/franzmohr/bvartools,\nhttps://franzmohr.github.io/bvartools/", "BugReports": "https://github.com/franzmohr/bvartools/issues", "VignetteBuilder": "knitr", "Collate": "'RcppExports.R' 'add_dummy_variables.R'\n'add_dummy_variables.bvarmodel.R'\n'add_dummy_variables.bvecmodel.R'\n'add_dummy_variables.expandingwindow.R'\n'add_dummy_variables.modellist.R' 'add_forecast_errors.R'\n'add_forecast_errors.bvarmodel.R'\n'add_forecast_errors.bvecmodel.R'\n'add_forecast_errors.expandingwindow.R'\n'add_forecast_errors.modellist.R' 'add_forecast_input.R'\n'add_forecast_input.bvarmodel.R'\n'add_forecast_input.bvecmodel.R'\n'add_forecast_input.expandingwindow.R'\n'add_forecast_input.modellist.R' 'add_initial_values.R'\n'add_initial_values.bvarmodel.R'\n'add_initial_values.bvecmodel.R'\n'add_initial_values.expandingwindow.R'\n'add_initial_values.modellist.R' 'add_initial_values_errors.R'\n'add_posterior_coefficients.R'\n'add_posterior_coefficients.bvarmodel.R'\n'add_posterior_coefficients.bvecmodel.R'\n'add_posterior_coefficients.expandingwindow.R'\n'add_posterior_coefficients.modellist.R'\n'add_posterior_forecasts.R'\n'add_posterior_forecasts.bvarmodel.R'\n'add_posterior_forecasts.expandingwindow.R'\n'add_posterior_forecasts.modellist.R' 'add_posterior_loglik.R'\n'add_posterior_loglik.bvarmodel.R'\n'add_posterior_loglik.bvecmodel.R'\n'add_posterior_loglik.expandingwindow.R'\n'add_posterior_loglik.modellist.R' 'add_predictive_loglik.R'\n'add_predictive_loglik.bvarmodel.R'\n'add_predictive_loglik.bvecmodel.R' 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Mohr [aut, cre, cph] (ORCID:\n)", "Maintainer": "Franz X. 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"add_initial_values.bvecmodel", "title": "Add Initial Values of an MCMC Chain", "concept": [ "model set-up" ], "topics": [ "add_initial_values.bvecmodel" ] }, { "page": "add_initial_values.expandingwindow", "title": "Add Initial Values of an MCMC Chain", "topics": [ "add_initial_values.expandingwindow" ] }, { "page": "add_initial_values.modellist", "title": "Add Initial Values of an MCMC Chain", "topics": [ "add_initial_values.modellist" ] }, { "page": "add_posterior_coefficients", "title": "Posterior Simulation of Model Coefficients", "topics": [ "add_posterior_coefficients" ] }, { "page": "add_posterior_coefficients.bvarmodel", "title": "Posterior Simulation of Model Coefficients", "concept": [ "posterior simulation" ], "topics": [ "add_posterior_coefficients.bvarmodel" ] }, { "page": "add_posterior_coefficients.bvecmodel", "title": "Posterior Simulation of Model Coefficients", "concept": [ "posterior simulation" ], "topics": [ "add_posterior_coefficients.bvecmodel" ] }, { "page": "add_posterior_coefficients.expandingwindow", "title": "Posterior Simulation of Model Coefficients", "topics": [ "add_posterior_coefficients.expandingwindow" ] }, { "page": "add_posterior_coefficients.modellist", "title": "Posterior Simulation of Model Coefficients", "topics": [ "add_posterior_coefficients.modellist" ] }, { "page": "add_posterior_forecasts", "title": "Add Forecasts", "topics": [ "add_posterior_forecasts" ] }, { "page": "add_posterior_forecasts.bvarmodel", "title": "Add Forecasts", "concept": [ "posterior simulation" ], "topics": [ "add_posterior_forecasts.bvarmodel" ] }, { "page": "add_posterior_forecasts.bvecmodel", "title": "Add Forecasts", "concept": [ "posterior simulation" ], "topics": [ "add_posterior_forecasts.bvecmodel" ] }, { "page": "add_posterior_forecasts.expandingwindow", "title": "Add Forecasts", "topics": [ "add_posterior_forecasts.expandingwindow" ] }, { "page": "add_posterior_forecasts.modellist", "title": "Add Forecasts", "topics": [ "add_posterior_forecasts.modellist" ] }, { "page": "add_posterior_loglik", "title": "Add Log-Likelihood", "topics": [ "add_posterior_loglik" ] }, { "page": "add_posterior_loglik.bvarmodel", "title": "Add Log-Likelihood", "concept": [ "posterior simulation" ], "topics": [ "add_posterior_loglik.bvarmodel" ] }, { "page": "add_posterior_loglik.bvecmodel", "title": "Add Log-Likelihood", "concept": [ "posterior simulation" ], "topics": [ "add_posterior_loglik.bvecmodel" ] }, { "page": "add_posterior_loglik.expandingwindow", "title": "Add Log-Likelihood", "topics": [ "add_posterior_loglik.expandingwindow" ] }, { "page": "add_posterior_loglik.modellist", "title": "Add Log-Likelihood", "topics": [ "add_posterior_loglik.modellist" ] }, { "page": "add_predictive_loglik", "title": "Add Predictive Log-Likelihood", "concept": [ "model comparison" ], "topics": [ "add_predictive_loglik", "add_predictive_loglik.expandingwindow", "add_predictive_loglik.modellist" ] }, { "page": "add_predictive_loglik.bvarmodel", "title": "Add the Log Predictive Density of a Forecast", "concept": [ "model comparison" ], "topics": [ "add_predictive_loglik.bvarmodel" ] }, { "page": "add_predictive_loglik.bvecmodel", "title": "Add the Log Predictive Density of a Forecast", "concept": [ "model comparison" ], "topics": [ "add_predictive_loglik.bvecmodel" ] }, { "page": "add_prior_options", "title": "Adaptive Priors, Stationarity and the Steady State", "concept": [ "model set-up" ], "topics": [ "add_prior_options" ] }, { "page": "add_priors", "title": "Add Priors to Bayesian Models", "topics": [ "add_priors" ] }, { "page": "add_priors.bvarmodel", "title": "Add Priors to Bayesian Models", "concept": [ "model set-up" ], "topics": [ "add_priors.bvarmodel" ] }, { "page": "add_priors.bvecmodel", "title": "Add Priors to Bayesian Models", "concept": [ "model set-up" ], "topics": [ "add_priors.bvecmodel" ] }, { "page": "add_priors.expandingwindow", "title": "Add Priors to Bayesian Models", "topics": [ "add_priors.expandingwindow" ] }, { "page": "add_priors.modellist", "title": "Add Priors to Bayesian Models", "topics": [ "add_priors.modellist" ] }, { "page": "add_seed", "title": "Seed of the Posterior Simulation", "concept": [ "posterior simulation" ], "topics": [ "add_seed", "add_seed.bvarmodel", "add_seed.bvecmodel", "add_seed.expandingwindow", "add_seed.modellist" ] }, { "page": "add_sign_restrictions", "title": "Sign Restrictions", "topics": [ "add_sign_restrictions" ] }, { "page": "add_sign_restrictions.bvarmodel", "title": "Sign Restrictions", "concept": [ "post-estimation analysis" ], "topics": [ "add_sign_restrictions.bvarmodel", "add_sign_restrictions.expandingwindow", "add_sign_restrictions.modellist" ] }, { "page": "add_sign_zero_restrictions", "title": "Sign and Zero Restrictions", "topics": [ "add_sign_zero_restrictions" ] }, { "page": "add_sign_zero_restrictions.bvarmodel", "title": "Sign and Zero Restrictions", "concept": [ "post-estimation analysis" ], "topics": [ "add_sign_zero_restrictions.bvarmodel", "add_sign_zero_restrictions.expandingwindow", "add_sign_zero_restrictions.modellist" ] }, { "page": "aggregate_forecasts", "title": "Aggregate Forecasts to Annual Figures", "concept": [ "model comparison" ], "topics": [ "aggregate_forecasts" ] }, { "page": "aggregation_weights", "title": "Weights of a Temporal Aggregate", "concept": [ "model set-up" ], "topics": [ "aggregation_weights" ] }, { "page": "align_model_obs", "title": "Align Observations Across Models", "topics": [ "align_model_obs" ] }, { "page": "align_model_obs.modellist", "title": "Align Observations Across Models", "concept": [ "model comparison" ], "topics": [ "align_model_obs.modellist" ] }, { "page": "analysis_of_stored_models", "title": "Impulse Responses and Variance Decompositions of a Stored Model", "concept": [ "model comparison" ], "topics": [ "analysis_of_stored_models", "fevd.bvarfile", "irf.bvarfile" ] }, { "page": "arias_rubio_ramirez_waggoner_2018", "title": "Sign and Zero Restricted Rotations of Posterior Draws", "topics": [ "arias_rubio_ramirez_waggoner_2018" ] }, { "page": "at_macrodata", "title": "Austrian sub-model of a global VAR", "topics": [ "at_macrodata" ] }, { "page": "bayests_files", "title": "Run BayesTS on Stored Models", "concept": [ "posterior simulation" ], "topics": [ "bayests_files" ] }, { "page": "bayests_posterior", "title": "Posterior Simulation with the BayesTS Executable", "concept": [ "posterior simulation" ], "topics": [ "bayests_posterior" ] }, { "page": "bvar", "title": "Bayesian Vector Autoregression Objects", "concept": [ "posterior simulation" ], "topics": [ "bvar" ] }, { "page": "bvartools_model", "title": "The Structure of a Model Object", "topics": [ "bvartools_model" ] }, { "page": "bvec", "title": "Bayesian Vector Error Correction Objects", "concept": [ "posterior simulation" ], "topics": [ "bvec" ] }, { "page": "chain_diagnostics", "title": "Convergence Diagnostics of Several Chains", "concept": [ "posterior simulation" ], "topics": [ "chain_diagnostics" ] }, { "page": "choose_best_model", "title": "Choose Best Model", "topics": [ "choose_best_model" ] }, { "page": "choose_best_model.selcritlist", "title": "Choose Best Model", "concept": [ "model comparison" ], "topics": [ "choose_best_model.selcritlist" ] }, { "page": "coint_kls2010_reparameterise_two", "title": "Cointegration Reparameterisation", "topics": [ "coint_kls2010_reparameterise_two" ] }, { "page": "coint_prepare_sur_data", "title": "Posterior Data Preparation", "topics": [ "coint_prepare_sur_data" ] }, { "page": "cointspace_prior", "title": "Build the Prior on the Cointegration Space", "topics": [ "cointspace_prior" ] }, { "page": "combine_models", "title": "Combine Models", "concept": [ "model set-up" ], "topics": [ "combine_models" ] }, { "page": "covar_prepare_data", "title": "Covariance: Data Preparation", "topics": [ "covar_prepare_data" ] }, { "page": "covar_vector_to_matrix", "title": "Covariance: Vector to Matrix", "topics": [ "covar_vector_to_matrix" ] }, { "page": "create_bvarmodel", "title": "Create a Vector Autoregressive Model", "concept": [ "model set-up" ], "topics": [ "create_bvarmodel" ] }, { "page": "create_bvecmodel", "title": "Create Vector Error Correction Models", "concept": [ "model set-up" ], "topics": [ "create_bvecmodel" ] }, { "page": "create_external_forecast", "title": "Objects for Externally Produced Forecasts", "concept": [ "model comparison" ], "topics": [ "add_forecast_input.externalforecast", "add_initial_values.externalforecast", "add_posterior_coefficients.externalforecast", "add_posterior_forecasts.externalforecast", "add_posterior_loglik.externalforecast", "add_priors.externalforecast", "add_seed.externalforecast", "create_external_forecast", "inclusion_prior.externalforecast", "minnesota_prior.externalforecast", "print.externalforecast", "ssvs_prior.externalforecast", "thin.externalforecast" ] }, { "page": "discount_models", "title": "The Discounted Models", "topics": [ "check_discount_specification", "discount_models", "is_discount_model" ] }, { "page": "e1", "title": "West German economic time series data", "topics": [ "e1" ] }, { "page": "e6", "title": "German interest and inflation rate data", "topics": [ "e6" ] }, { "page": "expected_model_size", "title": "Expected Size of a Model", "topics": [ "expected_model_size" ] }, { "page": "expected_model_size.bvarmodel", "title": "Expected Size of a Model", "topics": [ "expected_model_size.bvarmodel", "expected_model_size.bvecmodel", "expected_model_size.expandingwindow", "expected_model_size.modellist" ] }, { "page": "fevd", "title": "Forecast Error Variance Decomposition", "topics": [ "fevd" ] }, { "page": "fevd.bvarmodel", "title": "Forecast Error Variance Decomposition", "concept": [ "post-estimation analysis" ], "topics": [ "fevd.bvarmodel" ] }, { "page": "fevd.bvecmodel", "title": "Forecast Error Variance Decomposition", "concept": [ "post-estimation analysis" ], "topics": [ "fevd.bvecmodel" ] }, { "page": "folder_steps", "title": "Estimation Steps on a Folder of Models", "concept": [ "model comparison" ], "topics": [ "add_initial_values.bvarfolder", "add_posterior_coefficients.bvarfolder", "add_posterior_loglik.bvarfolder", "add_priors.bvarfolder", "add_seed.bvarfolder", "folder_steps", "selection_criteria.bvarfolder", "thin.bvarfolder", "time_variation_test.bvarfolder" ] }, { "page": "from_bayests_tree", "title": "Turn the Tree of a Model File into a Model", "topics": [ "from_bayests_tree", "from_bayests_tree.default" ] }, { "page": "generate_artificial_var", "title": "Generate Artificial VAR Data", "concept": [ "artificial data" ], "topics": [ "generate_artificial_var" ] }, { "page": "generate_artificial_vec", "title": "Generate Artificial VEC Data", "concept": [ "artificial data" ], "topics": [ "generate_artificial_vec" ] }, { "page": "generate_lower_block_diagonal", "title": "Posterior Data Preparation", "topics": [ "generate_lower_block_diagonal" ] }, { "page": "get_forecast_errors", "title": "Get Forecast Errors", "topics": [ "get_forecast_errors" ] }, { "page": "get_model_specifications", "title": "Get Model Specifications", "topics": [ "get_model_specifications" ] }, { "page": "historical_decomposition", "title": "Historical Decomposition", "concept": [ "post-estimation analysis" ], "topics": [ "historical_decomposition" ] }, { "page": "historical_decomposition.bvarmodel", "title": "Historical Decomposition of a Vector Autoregressive Model", "concept": [ "post-estimation analysis" ], "topics": [ "historical_decomposition.bvarmodel" ] }, { "page": "inclusion_prior", "title": "Prior Inclusion Probabilities", "topics": [ "inclusion_prior" ] }, { "page": "inclusion_prior.bvarmodel", "title": "Prior Inclusion Probabilities", "topics": [ "inclusion_prior.bvarmodel" ] }, { "page": "inclusion_prior.bvecmodel", "title": "Prior Inclusion Probabilities", "topics": [ "inclusion_prior.bvecmodel" ] }, { "page": "irf", "title": "Impulse Response Function", "topics": [ "irf" ] }, { "page": "irf.bvarmodel", "title": "Impulse Response Function", "concept": [ "post-estimation analysis" ], "topics": [ "irf.bvarmodel" ] }, { "page": "irf.bvecmodel", "title": "Impulse Response Function", "concept": [ "post-estimation analysis" ], "topics": [ "irf.bvecmodel" ] }, { "page": "kalman_durbin_koopman_2002", "title": "Durbin and Koopman Simulation Smoother", "topics": [ "kalman_durbin_koopman_2002" ] }, { "page": "list_models_in_hdf5", "title": "Models in an HDF5 File", "topics": [ "list_models_in_hdf5" ] }, { "page": "loglik_normal", "title": "Log-Likelihood of a Multivariate Normal Distribution", "topics": [ "loglik_normal" ] }, { "page": "map_draws", "title": "Apply a Function to the Draws of a Stored Model", "concept": [ "model comparison" ], "topics": [ "map_draws" ] }, { "page": "map_models", "title": "Apply a Function to the Models of a Folder", "concept": [ "model comparison" ], "topics": [ "map_models" ] }, { "page": "minnesota_prior", "title": "Minnesota Prior", "topics": [ "minnesota_prior" ] }, { "page": "minnesota_prior.bvarmodel", "title": "Minnesota Prior", "topics": [ "minnesota_prior.bvarmodel" ] }, { "page": "minnesota_prior.bvecmodel", "title": "Minnesota Prior", "topics": [ "minnesota_prior.bvecmodel" ] }, { "page": "minnesota_prior.modellist", "title": "Minnesota Prior", "topics": [ "minnesota_prior.modellist" ] }, { "page": "multipliers", "title": "Dynamic Multipliers", "concept": [ "post-estimation analysis" ], "topics": [ "multipliers" ] }, { "page": "multipliers.bvarmodel", "title": "Dynamic Multipliers of a VAR Model with Exogenous Variables", "concept": [ "post-estimation analysis" ], "topics": [ "multipliers.bvarmodel" ] }, { "page": "multipliers.bvecmodel", "title": "Dynamic Multipliers of a VEC Model with Exogenous Variables", "concept": [ "post-estimation analysis" ], "topics": [ "multipliers.bvecmodel" ] }, { "page": "open_model", "title": "Open a Model Stored in an HDF5 File", "concept": [ "model comparison" ], "topics": [ "open_model", "print.bvarfile" ] }, { "page": "open_models", "title": "Open a Folder of Stored Models", "concept": [ "model comparison" ], "topics": [ "model_files", "open_models", "print.bvarfolder" ] }, { "page": "persistence_profiles", "title": "Persistence Profiles", "topics": [ "persistence_profiles" ] }, { "page": "persistence_profiles.bvecmodel", "title": "Persistence Profiles of a VEC Model", "topics": [ "persistence_profiles.bvarmodel", "persistence_profiles.bvecmodel", "persistence_profiles.expandingwindow", "persistence_profiles.modellist" ] }, { "page": "plot_forecast_errors_by_period", "title": "Plotting Forecast Errors per Period", "concept": [ "model comparison" ], "topics": [ "plot_forecast_errors_by_period" ] }, { "page": "plot_predictive_loglik", "title": "Plotting the Log Predictive Likelihood per Period", "topics": [ "plot_predictive_loglik" ] }, { "page": "plot.bvarfevd", "title": "Plotting Forecast Error Variance Decompositions of Bayesian Vector Autoregression", "topics": [ "plot.bvarfevd" ] }, { "page": "plot.bvarhd", "title": "Plot a Historical Decomposition", "topics": [ "plot.bvarhd" ] }, { "page": "plot.bvarirf", "title": "Plotting Impulse Responses of Bayesian Vector Autoregression", "topics": [ "plot.bvarirf" ] }, { "page": "plot.bvarmodel", "title": "Plotting Draws of a Bayesian VAR Model", "topics": [ "plot.bvarmodel" ] }, { "page": "plot.bvarprd", "title": "Plotting Forecasts of BVAR Models", "topics": [ "plot.bvarprd" ] }, { "page": "plot.bvarprdlist", "title": "Plotting Forecasts of a List of Bayesian VAR Models", "topics": [ "plot.bvarprdlist" ] }, { "page": "plot.bvarspillover", "title": "Plot a Spillover Index", "topics": [ "plot.bvarspillover" ] }, { "page": "plot.bvarspilloverts", "title": "Plot a Rolling Spillover Index", "topics": [ "plot.bvarspilloverts" ] }, { "page": "plot.bvecmodel", "title": "Plotting Draws of a Bayesian VEC Model", "topics": [ "plot.bvecmodel" ] }, { "page": "plot.expandwindbvarprdlist", "title": "Plotting Forecasts of a List of Bayesian VAR Models", "topics": [ "plot.expandwindbvarprdlist" ] }, { "page": "plot.modellist", "title": "Plotting Draws of a Bayesian Time Series Models", "topics": [ "plot.modellist" ] }, { "page": "plot.selcritlist", "title": "Plotting Selection Criteria", "topics": [ "plot.selcrit", "plot.selcritlist" ] }, { "page": "pool_forecasts", "title": "Pool Forecasts", "concept": [ "model comparison" ], "topics": [ "add_forecast_input.forecastpool", "add_forecast_input.poolwindow", "add_initial_values.forecastpool", "add_initial_values.poolwindow", "add_posterior_coefficients.forecastpool", "add_posterior_coefficients.poolwindow", "add_posterior_forecasts.forecastpool", "add_posterior_forecasts.poolwindow", "add_posterior_loglik.forecastpool", "add_posterior_loglik.poolwindow", "add_predictive_loglik.forecastpool", "add_predictive_loglik.poolwindow", "add_priors.forecastpool", "add_priors.poolwindow", "add_seed.forecastpool", "add_seed.poolwindow", "pool_forecasts", "print.forecastpool", "print.poolwindow", "thin.forecastpool", "thin.poolwindow", "write_to_hdf5.forecastpool", "write_to_hdf5.poolwindow" ] }, { "page": "post_bvs", "title": "Bayesian Variable Selection", "topics": [ "post_bvs" ] }, { "page": "post_coint_kls", "title": "Posterior Draw for Cointegration Models", "topics": [ "post_coint_kls" ] }, { "page": "post_coint_kls_sur", "title": "Posterior Draw for Cointegration Models", "topics": [ "post_coint_kls_sur" ] }, { "page": "post_gamma_measurement_variance", "title": "Posterior Draws of Error Variances", "topics": [ "post_gamma_measurement_variance" ] }, { "page": "post_gamma_state_variance", "title": "Posterior Draws of Error Variances", "topics": [ "post_gamma_state_variance" ] }, { "page": "post_normal", "title": "Posterior Draw from a Normal Distribution", "topics": [ "post_normal" ] }, { "page": "post_normal_sur", "title": "Posterior Draw from a Normal Distribution", "topics": [ "post_normal_sur" ] }, { "page": "predict.bvarmodel", "title": "Predict Method for Objects of Class bvar", "concept": [ "post-estimation analysis" ], "topics": [ "predict.bvarmodel" ] }, { "page": "predict.bvecmodel", "title": "Predict Method for Objects of Class bvecmodel", "concept": [ "posterior simulation" ], "topics": [ "predict.bvecmodel" ] }, { "page": "predict.expandingwindow", "title": "Predict Method for Objects of Class expandingwindow", "topics": [ "predict.expandingwindow" ] }, { "page": "predict.modellist", "title": "Predict Method for Objects of Class modellist", "topics": [ "predict.modellist" ] }, { "page": "prepare_forecast_input", "title": "Prepare Forecast Input", "topics": [ "prepare_forecast_input" ] }, { "page": "prepare_forecast_input.bvarmodel", "title": "Prepare Forecast Input", "topics": [ "prepare_forecast_input.bvarmodel" ] }, { "page": "prepare_forecast_input.bvecmodel", "title": "Prepare Forecast Input", "topics": [ "prepare_forecast_input.bvecmodel" ] }, { "page": "print.bvarmodel", "title": "Printing Model Information", "topics": [ "print.bvarmodel" ] }, { "page": "print.bvarspillover", "title": "Print a Spillover Index", "topics": [ "print.bvarspillover" ] }, { "page": "print.bvecmodel", "title": "Printing Model Information", "topics": [ "print.bvecmodel" ] }, { "page": "print.modellist", "title": "Printing Model Information", "topics": [ "print.modellist" ] }, { "page": "read_expanding_window_model_from_folder", "title": "Import Models from HDF5 Files", "topics": [ "read_expanding_window_model_from_folder" ] }, { "page": "read_model_from_hdf5", "title": "Import Models from HDF5 Files", "topics": [ "read_model_from_hdf5" ] }, { "page": "read_models_from_folder", "title": "Import Models from a Folder of HDF5 Files", "topics": [ "read_models_from_folder" ] }, { "page": "rescale_error_correction", "title": "Rescale Error Correction", "topics": [ "rescale_error_correction" ] }, { "page": "rescale_error_correction.bvecmodel", "title": "Rescale Error Correction", "topics": [ "rescale_error_correction.bvecmodel" ] }, { "page": "scale_error_correction", "title": "Scale Error Correction", "topics": [ "scale_error_correction" ] }, { "page": "scale_error_correction.bvecmodel", "title": "Scale Error Correction", "topics": [ "scale_error_correction.bvecmodel" ] }, { "page": "selection_criteria", "title": "Model Selection Criteria", "topics": [ "print.selcrit", "print.selcritlist", "selection_criteria" ] }, { "page": "selection_criteria.bvarmodel", "title": "Model Selection Criteria", "concept": [ "model comparison" ], "topics": [ "selection_criteria.bvarmodel" ] }, { "page": "selection_criteria.bvecmodel", "title": "Model Selection Criteria", "concept": [ "model comparison" ], "topics": [ "selection_criteria.bvecmodel" ] }, { "page": "selection_criteria.default", "title": "Selection Criteria", "concept": [ "model comparison" ], "topics": [ "selection_criteria.default" ] }, { "page": "selection_criteria.expandingwindow", "title": "Model Selection Criteria", "topics": [ "selection_criteria.expandingwindow" ] }, { "page": "selection_criteria.externalforecast", "title": "Model Selection Criteria", "topics": [ "selection_criteria.externalforecast" ] }, { "page": "selection_criteria.modellist", "title": "Model Selection Criteria", "concept": [ "model comparison" ], "topics": [ "selection_criteria.modellist" ] }, { "page": "spillover", "title": "Spillover Index", "topics": [ "spillover" ] }, { "page": "spillover.bvarmodel", "title": "Spillover Index", "concept": [ "post-estimation analysis" ], "topics": [ "spillover.bvarmodel" ] }, { "page": "spillover.bvecmodel", "title": "Spillover Index", "concept": [ "post-estimation analysis" ], "topics": [ "spillover.bvecmodel" ] }, { "page": "spillover.expandingwindow", "title": "Rolling Spillover Index", "topics": [ "spillover.expandingwindow" ] }, { "page": "spillover.modellist", "title": "Spillover Index", "topics": [ 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