The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

bpvars 1.0

  1. This package is alive! #1
  2. The package includes the Gibbs sampler for a Bayesian Hierarchical Panel Vector Autoregression model. #2
  3. The package includes labour market dynamic panel data. #3
  4. The package includes the forecast method. #5
  5. The package includes possibility of conditional forecasting given projected paths of some of the variables. #8
  6. The package includes estimation and forecasting with exogenous variables. #12
  7. The package includes forecast error variance decomposition analysis #14
  8. The package includes plot and summary routines #17
  9. The package features a hexagonal logo #26 with the code for reproduction
  10. The package includes a pkgdown website #26
  11. The package is featured at bsvars.org
  12. Included several simple models like that by Jarociński (2010) and country-specific VARs for dynamic panel data #34
  13. Included a model with group-specific prior #29
  14. Included functionality for pseudo-out-of-sample forecasting and forecast performance evaluation #28
  15. Included missing variable treatment for all models #36

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.