Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows fo...
Functions for Bayesian inference of vector autoregressive and vector error correction models
#时序数据库#R and Python package to model Bayesian VAR and VHAR models
replication code for „Forecasting with Shadow-Rate VARs“ by Carriero, Clark, Marcellino and Mertens
Evaluate the impact on the economy of the mandatory social security payments that China will implement starting September 1, 2025. 分析强制社保对中国经济的影响