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Stylianos Zlatanos's Projects

bvar icon bvar

Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.

fbi icon fbi

Factor-Based Imputation for Missing Data

rise_toolbox icon rise_toolbox

Solution and estimation of Markov Switching Rational Expectations / DSGE Models

rmetrics icon rmetrics

Read-only mirror of "rmetrics" from r-forge SVN.

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