joshuaccchan / bvar-toolkit
git clone https://github.com/joshuaccchan/bvar-toolkit.git
MATLAB library for large Bayesian VARs: samplers, shrinkage priors, stochastic volatility, marginal likelihoods and forecasting, with examples, tutorials and the replication packages from joshuachan.org.
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LanguageMATLAB
LicenseMIT
Created2026-09-01 (1mo ago)
Last push3d ago
OwnerUser
GitHub topics
bayesian-econometricsbvarforecastinggibbs-samplinghigh-dimensionalmacroeconometricsmarginal-likelihoodmatlabmcmcstate-space-modelsstochastic-volatilitytime-seriesvector-autoregression
Links
- GitHub: github.com/joshuaccchan/bvar-toolkit
- Homepage: https://joshuachan.org/code.html
- Releases · Issues · Hacker News mentions
README
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