Introduction to bvartools5 years ago
Introduction | Using bvartools with built-in algorithms | Setting up a model | Adding model priors | Obtaining posterior draws | Inspect posterior draws | Summary statistics | Thin results | Forecasts | Impulse response analysis | Forecast error impulse response | Orthogonalised impulse response | Generalised impulse response | Variance decomposition | Forecast error variance decomposition | Generalised forecast error variance decomposition | Using bvartools with user-written algorithms | Model set-up and prior specifications | A Gibbs sampler algorithm | bvar objects | References
bvartools 0.2.4.9000Franz X. Mohrbvartools.Rmd