BayVAR_R : Bayesian VAR Modeling in R

BayVAR_R is an R package designed to estimate and analyze Vec-tor Autoregressive (VAR) models from both a classical (UVAR) andBayesian (BVAR) perspective. The package includes functionalities forthe speci cation, estimation and diagnosis of such a models. It alsoprovides procedures for forecasting (unconditional and conditional),dimension reduction (canonical analysis, conditional factor analysis)and calibration by means of genetic algorithm techniques

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Year of publication:	[2022]
Authors:	Quilis, Enrique M.
Publisher:	[S.l.] : SSRN
Subject:	VAR-Modell \| VAR model \| Bayes-Statistik \| Bayesian inference \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory

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