gvar

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

TVP-GVAR-FSVM model proposed in "Measuring international uncertainty using global vector autoregressions with drifting parameters"

gvar tvp stochastic-volatility multi-country

Python example scripts and useful functions

python uncertainty uncertainty-propagation vegas gvar

The gvar program allows one to convert GVAR data (recorded from a GOES satellite) into radiometrically calibrated images

satellite satellite-imagery satellite-data goes gvar

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