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bpvars 1.0

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

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