franzmohr / bvartools

Functions for Bayesian inference of vector autoregressive and vector error correction models
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Example of TVP-VEC usage #5

Open dcuoliveira opened 6 months ago

dcuoliveira commented 6 months ago

Hello Franz, I appreciate the effort you put into your work. Could you please provide me with an example of how to use your package to run TVP-VEC type models? In case you don't have an example, can you guide me to the .R file which contains the call for the TVP-VEC model? Perhaps I can work on it from there. Thank you for all your hard work!