Support for mixed frequencies

nk027 / bvar

Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.

https://cran.r-project.org/package=BVAR

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Support for mixed frequencies #74

Closed gusamarante closed 2 years ago

gusamarante commented 2 years ago

Does the BVAR object already support mixed frequencies?

nk027 commented 2 years ago

Hey @gusamarante, Unfortunately not and there are no plans to implement this, but you can use mfbvar! Best,