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@bsvars

bsvars

We develop R packages for Bayesian Structural Vector Autoregressions using frontier econometric methods and compiled code written in cpp
README.md

bsvars is an R package and a GitHub Organisation

In the Organisation, we are working on the development of R packages for Bayesian Structural Vector Autoregressions using frontier econometrics methods and compiled code written in cpp.

We are hosting

  1. The developer repository of the R package bsvarTVPs
  2. Organisation website bsvars.github.io/
  3. COMING SOON: The developer repository of the R package bsvars

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  1. bsvars bsvars Public

    Bayesian Estimation of Structural Vector Autoregressive Models

    R 60 14

  2. bsvarSIGNs bsvarSIGNs Public

    Bayesian SVARs with Sign, Zero, and Narrative Restrictions

    C++ 29 4

  3. bpvars bpvars Public

    Forecasting with Bayesian Panel Vector Autoregressions

    C++ 6 2

  4. bsvarTVPs bsvarTVPs Public

    Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix

    C++ 13 12

Repositories

Showing 10 of 25 repositories
  • 2026-02-bpvars-ilo Public

    Presentation of the bpvars package for the International Labour Organization

    bsvars/2026-02-bpvars-ilo’s past year of commit activity
    JavaScript 0 GPL-3.0 0 0 0 Updated Feb 9, 2026
  • bsvarTVPs Public

    Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix

    bsvars/bsvarTVPs’s past year of commit activity
    C++ 13 12 4 0 Updated Jan 9, 2026
  • bsvars.github.io Public

    bsvars R packages environment

    bsvars/bsvars.github.io’s past year of commit activity
    CSS 1 GPL-3.0 0 0 0 Updated Dec 12, 2025
  • bpvars Public

    Forecasting with Bayesian Panel Vector Autoregressions

    bsvars/bpvars’s past year of commit activity
    C++ 6 2 3 0 Updated Dec 11, 2025
  • StealLikeBayes Public

    A Compendium of Bayesian Statistical Routines Written in C++

    bsvars/StealLikeBayes’s past year of commit activity
    C++ 6 GPL-3.0 6 1 0 Updated Dec 2, 2025
  • bsvars Public

    Bayesian Estimation of Structural Vector Autoregressive Models

    bsvars/bsvars’s past year of commit activity
    R 60 14 10 0 Updated Nov 11, 2025
  • hex Public

    hex logo and sticker designs

    bsvars/hex’s past year of commit activity
    R 1 GPL-3.0 0 0 0 Updated Oct 12, 2025
  • 2025-07-28-QuantLab Public

    Presentations for unimelb's QuantLab on 2025-07-28

    bsvars/2025-07-28-QuantLab’s past year of commit activity
    HTML 1 GPL-3.0 0 0 0 Updated Sep 16, 2025
  • bsvarSIGNs Public

    Bayesian SVARs with Sign, Zero, and Narrative Restrictions

    bsvars/bsvarSIGNs’s past year of commit activity
    C++ 29 4 15 0 Updated Jun 25, 2025
  • 2025-06-iifosf Public

    Presentation for IIF Workshop on Open Source Forecasting 25th-27th June 2025 at Beihang University, Beijing

    bsvars/2025-06-iifosf’s past year of commit activity
    HTML 0 GPL-3.0 0 0 0 Updated Jun 24, 2025
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