Possibilities using Mixed-Frequency on Yearly and Monthly data

european-central-bank / BEAR-toolbox

The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.

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Possibilities using Mixed-Frequency on Yearly and Monthly data #53

Open RasmusBastrup opened 8 months ago

RasmusBastrup commented 8 months ago

Hi,

In the BEAR toolbox there is a default example of using the Mixed-Frequency VAR for quarterly and monthly data. Essentially I am using yearly data instead of monthly - is this a possibility without making changes to the underlying code of the toolbox?