BGVAR: Bayesian Global Vector Autoregression2 years ago
Introduction | Getting Started | Reading Data from Excel | Estimation | Model Output and Diagnostic Checks | Different Specifications of the Model | Impulse response functions | Recursive Identification and GIRFs | Identification with Zero- and Sign-Restrictions | Forecast Error Variance Decomposition (FEVD) | Historical Decomposition | Unconditional and Conditional Forecasts | Conditional Forecasts | Appendix | Function Arguments bgvar | Function Arguments irf | References