Hierarchical Bayesian Vector Autoregression


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Documentation for package ‘BVAR’ version 1.0.4

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BVAR-package BVAR: Hierarchical Bayesian vector autoregression
as.mcmc.bvar Methods for 'coda' Markov chain Monte Carlo objects
as.mcmc.bvar_chains Methods for 'coda' Markov chain Monte Carlo objects
bvar Hierarchical Bayesian vector autoregression
bv_alpha Minnesota prior settings
bv_dummy Dummy prior settings
bv_fcast Forecast settings
bv_irf Impulse response settings and identification
bv_lambda Minnesota prior settings
bv_metropolis Metropolis-Hastings settings
bv_mh Metropolis-Hastings settings
bv_minnesota Minnesota prior settings
bv_mn Minnesota prior settings
bv_priors Prior settings
bv_psi Minnesota prior settings
bv_soc Dummy prior settings
bv_sur Dummy prior settings
coda Methods for 'coda' Markov chain Monte Carlo objects
coef.bvar Coefficient and VCOV methods for Bayesian VARs
companion Retrieve companion matrix from a Bayesian VAR
companion.bvar Retrieve companion matrix from a Bayesian VAR
density.bvar Density methods for Bayesian VARs
fevd Impulse response and forecast error methods for Bayesian VARs
fevd.bvar Impulse response and forecast error methods for Bayesian VARs
fevd<- Impulse response and forecast error methods for Bayesian VARs
fitted.bvar Fitted and residual methods for Bayesian VARs
fred_code FRED transformation and subset helper
fred_md FRED-MD and FRED-QD: Databases for Macroeconomic Research
fred_qd FRED-MD and FRED-QD: Databases for Macroeconomic Research
fred_transform FRED transformation and subset helper
independent_index Density methods for Bayesian VARs
irf Impulse response and forecast error methods for Bayesian VARs
irf.bvar Impulse response and forecast error methods for Bayesian VARs
irf<- Impulse response and forecast error methods for Bayesian VARs
logLik.bvar Log-Likelihood method for Bayesian VARs
par_bvar Parallel hierarchical Bayesian vector autoregression
plot.bvar Plotting method for Bayesian VARs
plot.bvar_density Density methods for Bayesian VARs
plot.bvar_fcast Plotting method for Bayesian VAR predictions
plot.bvar_irf Plotting method for Bayesian VAR impulse responses
plot.bvar_resid Fitted and residual methods for Bayesian VARs
predict.bvar Predict method for Bayesian VARs
predict<- Predict method for Bayesian VARs
residuals.bvar Fitted and residual methods for Bayesian VARs
summary.bvar Summary method for Bayesian VARs
summary.bvar_fcast Predict method for Bayesian VARs
summary.bvar_irf Impulse response and forecast error methods for Bayesian VARs
vcov.bvar Coefficient and VCOV methods for Bayesian VARs