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var_ezvar

Future prediction with easy VAR model.

var_garch

Cooding different GARCH models with different conditional error distributions

var_garch-arch-and-value-at-risk-var-

GARCH/ARCH Volatility Models. Value-at-Risk (VaR) at different horizons. Box-Jenkin Methodology.

var_hierarchical-mfvar

Sparse regression of mixed-frequency VectorAutoregressions

var_historic_var_model

Calculate historic VaR, 5 year window, of 3 stocks (2 banks 1 tech company)

var_historical_decomp-replicate_commonshocks

Final Project for Empirical Macro. Replicate some results from "Common Shocks in Stocks and Bonds" by Anna Cieslak and Hao Pang.

var_historical_decomposition

Data and source for the manuscript "Hyperendemicity associated to increased dengue burden"

var_historical_decomposition-1

Abridged code for Bianci

var_hlag

Replication files for High Dimensional Forecasting via Interpretable Vector Autoregression

var_identifstructshocks

A set of scripts written in Rmarkdown displaying how to identify a VAR model via a number of different restrictions. s

var_introduction-to-econometrics-with-r

VAR Tests by Christoph Hanck, Martin Arnold, Alexander Gerber, and Martin Schmelzer

var_kalsted_var_forecast

Forecasting VAR Model using EU Stock Market data in R

var_large-tvp-var

Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.

var_lassovar

Estimation and forecasting of VAR model with the Lasso

var_linearcovar

Calculation of CoVaR by lasso's regularization method for measuring financial risk in the tail

var_macro_analysis_us

Normality test for Vector Autoregression (VAR)

var_macro_var

Model makroekonomskih agregata za potrebe simulacije efekta corone na sektor financijskih usluga.

var_macroeconometrics-analysis

Macroeconometric analysis of the Brazilian economy using VAR models

var_mfbvar_replication

Replication files for the paper "A mixed-frequency Bayesian vector autoregression with a steady-state prior" by Ankargren, Unosson and Yang.

var_mixturevar

var_model

VARモデルの内容（教本2.8,2,9）

var_model-construction

This code lets you conduct the following commands: VAR model creation, simplification, checking, prediction, Impulse Response Function, Granger Causality.

var_modeling-uncertainty-in-var

Scripts to run the models of the paper: Modeling Uncertainty in VaR

var_models

Multivariate time series models

var_mpshocks

Using Romer and Romer (2004) monetary policy shocks I study the effects of monetary policy shocks on different demographic groups in the labor market.

var_mrcigvar0

var_mrsvar_model

Markov regime swtich and VAR model

var_msvar

A R package to fit markov switching vector autoregression

var_msvar-1

Markov Switching VAR

var_mvmq-caviar

The asymptotic normal distribution properties