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  1. bvar bvar Public

    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…

    R 48 21

  2. BVARverse BVARverse Public

    Functions to prepare and visualise tidy objects from BVAR.

    R 2 1

  3. bsreg bsreg Public

    Fit Bayesian models with a focus on spillover effects. Implements linear specifications (with or without shrinkage), allows for spatial lags of the dependent, explanatories, and error term, paramet…

    R 11 4

  4. influential_sets influential_sets Public

    R