Macroeconomics, Bayesian Analysis, Time Series Analysis
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Università Bocconi
- Milan
- https://maximilian-boeck.webflow.io
- @maxiboeck
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BGVAR Public
Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
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bayesianVARs Public
Forked from luisgruber/bayesianVARsMCMC estimation of Bayesian Vectorautoregressions
R GNU General Public License v3.0 UpdatedSep 6, 2022 -
DSGE_mod Public
Forked from JohannesPfeifer/DSGE_modA collection of Dynare models
AMPL GNU General Public License v3.0 UpdatedSep 14, 2021 -
threshtvp Public
Forked from gregorkastner/threshtvpImplementation of the TTVP Model by Huber, Kastner and Feldkircher (2019)
R UpdatedMar 17, 2021 -
shrinkTVP Public
Forked from cran/shrinkTVP❗ This is a read-only mirror of the CRAN R package repository. shrinkTVP — Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage
R UpdatedOct 6, 2019 -
bvarsv Public
Forked from cran/bvarsv❗ This is a read-only mirror of the CRAN R package repository. bvarsv — Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters. Homepage: https://…
R UpdatedDec 16, 2015