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  1. bayesianVARs bayesianVARs Public

    MCMC estimation of Bayesian Vectorautoregressions

    R 7 4

  2. GK-IJF-BVAR GK-IJF-BVAR Public

    Reproducibility package for "Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!"

    R 1

  3. factorstochvol factorstochvol Public

    Forked from gregorkastner/factorstochvol

    R

  4. stochvol stochvol Public

    Forked from gregorkastner/stochvol

    Partial re-write of the R package stochvol to allow for asymmetry (leverage).

    R