Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix
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Updated
Oct 20, 2023 - C++
Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix
Bayesian Econometrics 2023 at unimelb: slides for lecture 8: Bayesian Structural VARs
Forecasting with Bayesian Hierarchical Panel Vector Autoregressions
bsvars package presentation by Tomasz for Macroeconometrics students at the University of Melbourne on 2024-05-23
An R package for Bayesian Estimation of Structural Vector Autoregressive Models
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