mfbvar

R package for Mixed-Frequency Bayesian VARs

View the Project on GitHub ankargren/mfbvar

mfbvar

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Overview

The mfbvar package implements Bayesian mixed-frequency VAR models.

Installation

The current development version of the package can be installed with the help of devtools:

devtools::install_github("ankargren/mfbvar")

Usage

See the vignette for details and examples.