Mixed-Frequency Bayesian VAR Models


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Documentation for package ‘mfbvar’ version 0.4.0

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check_prior Set priors for an mfbvar model
estimate_mfbvar Mixed-frequency Bayesian VAR
mcmc_sampler MCMC sampler
mdd Marginal data density estimation
mdd.mfbvar_minn Marginal data density method for class 'mfbvar_minn'
mdd.mfbvar_ss Marginal data density method for class 'mfbvar_ss'
mf_sweden Real-time data set.
plot.mfbvar_minn Plotting method for class 'mfbvar_minn'
plot.mfbvar_ss Plotting method for class 'mfbvar_ss'
predict.mfbvar Predict method for class 'mfbvar'
print.mfbvar_minn Printing method for class mfbvar_minn
print.mfbvar_prior Print method for mfbvar_prior
print.mfbvar_ss Printing method for class mfbvar_ss
set_prior Set priors for an mfbvar model
summary.mfbvar_minn Summary method for class 'mfbvar_minn'
summary.mfbvar_prior Summary method for mfbvar_prior
summary.mfbvar_ss Summary method for class 'mfbvar_ss'
update_prior Set priors for an mfbvar model