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Tools for estimating BVAR models, producing forecasts, and reporting results. Based on the review in Karlsson (2013).

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BVARForecasting

Tools for estimating BVAR models, producing forecasts, and reporting results.

For reference see Karlsson, Sune, 2013. "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897, Elsevier.

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Tools for estimating BVAR models, producing forecasts, and reporting results. Based on the review in Karlsson (2013).

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