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luisgruber / bayesianVARs

MCMC estimation of Bayesian Vectorautoregressions
https://luisgruber.github.io/bayesianVARs/
GNU General Public License v3.0
6 stars 3 forks source link

Nice package !! #4

Open RightHandOfDoom opened 3 weeks ago

RightHandOfDoom commented 3 weeks ago

Hello! This looks like a nice package! Q: do you plan to integrate impulse response functions, conditional forecasts, historical decomposition, and identification methods as well at a later stage? Just out of curiosity. Thanks and best!

luisgruber commented 1 week ago

Thank you for your interest in the package. I plan to integrate at least impulse response functions.