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bpvars 1.0
- This package is alive!#1
- The package includes the Gibbs sampler for a Bayesian HierarchicalPanel Vector Autoregression model.#2
- The package includes labour market dynamic panel data.#3
- The package includes the forecast method.#5
- The package includes possibility of conditional forecasting givenprojected paths of some of the variables.#8
- The package includes estimation and forecasting with exogenousvariables.#12
- The package includes forecast error variance decomposition analysis#14
- The package includes
plot andsummaryroutines#17 - The package features a hexagonal logo#26 with thecode for reproduction
- The package includes apkgdown website#26
- The package is featured atbsvars.org
- Included several simple models like that by Jarociński (2010) andcountry-specific VARs for dynamic panel data#34
- Included a model with group-specific prior#29
- Included functionality for pseudo-out-of-sample forecasting andforecast performance evaluation#28
- Included missing variable treatment for all models#36
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