covbayesvar
Last released
This package has functions to estimate large BVAR models with COVID volatility, plot conditional and unconditional forecasts, scenario analyses, generalized impulse response functions, joint distribution of forecasts and visualize structural breaks using the methods established in Giannone et al. (2015), Banbura et. al (2015), Lenza and Primiceri (2022), and Crump et. al (2021).
