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Functions for Bayesian inference of vector autoregressive and vector error correction models
R 30 11
Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
R 14 4
Prais-Winsten estimator for AR(1) serial correlation
R 5 2
Tools for the OeNB Data Webservice
R 2
Confidence bands for the Hodrick-Prescott (HP) Filter as proposed by Giles (2013)
R 4
Code used for figures on my instragram account franzmohr_en
R 1