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Probably coding... ;)
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Probably coding... ;)
48 followers · 6 following

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Pinned

  1. bvartools bvartools Public

    Functions for Bayesian inference of vector autoregressive and vector error correction models

    R 29 11

  2. bgvars bgvars Public

    Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models

    R 14 4

  3. prais prais Public

    Prais-Winsten estimator for AR(1) serial correlation

    R 5 2

  4. oenb oenb Public

    Tools for the OeNB Data Webservice

    R 2

  5. hpconf hpconf Public

    Confidence bands for the Hodrick-Prescott (HP) Filter as proposed by Giles (2013)

    R 1 4

  6. instagram instagram Public

    Code used for figures on my instragram account franzmohr_en

    R 1