Mixed-Frequency Bayesian VAR Models


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Documentation for package ‘mfbvar’ version 0.5.6

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estimate_mfbvar Mixed-frequency Bayesian VAR
interval_to_moments Interval to moments
mdd Marginal data density estimation
mdd.mfbvar_minn_iw Marginal data density method for class 'mfbvar_minn'
mdd.mfbvar_ss_iw Marginal data density method for class 'mfbvar_ss'
mfbvar mfbvar: A package for mixed-frequency Bayesian vector autoregressive (VAR) models.
mf_sweden Real-time data set for Sweden.
mf_usa US Macroeconomic Data Set
plot-mfbvar Plotting methods for posterior mfbvar objects
plot.mfbvar_minn Plotting methods for posterior mfbvar objects
plot.mfbvar_prior Plot method for class 'mfbvar_prior'
plot.mfbvar_ss Plotting methods for posterior mfbvar objects
plot.mfbvar_ssng Plotting methods for posterior mfbvar objects
predict.mfbvar Predict method for class 'mfbvar'
print.mfbvar Printing method for class mfbvar
print.mfbvar_prior Print method for mfbvar_prior
set_prior Set priors for mfbvar
summary.mfbvar Summary method for class mfbvar
summary.mfbvar_prior Summary method for mfbvar_prior
update_prior Set priors for mfbvar
varplot Plotting methods for posterior mfbvar objects