avg.pair.cc | Average pairwise cross-sectional correlations |
bgvar | Estimate a Bayesian GVAR |
BVAR_linear | Bayesian VAR |
conv.diag | MCMC Convergence Diagnostics |
eerData | Example data set to replicate Feldkircher and Huber (2016) |
fcast | Compute forecasts |
fcast.plot | Forecast plot |
fevd.decomp | Forecast error variance decomposition (FEVD) |
get.res | Calculate residuals of the global and the country models |
getweights | getweights |
GFEVD.LN | Generalized Forecast error variance decomposition (GFEVD) akin to Lanne-Nyberg (2016) |
hd.decomp | Historical decomposition and structural error |
IRF | Impulse Response Function |
irf.plot | Function to plot impulse responses |
lps | Log predictive scores (LPS) |
monthlyData | Example data set |
print.bgvar | Summary function. |
remove_outliers | Outlier smoothing |
resid.corr.test | Residual autocorrelation test |
rot.eval | Rotation matrix diagnostics for sign restrictions |