Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015) <doi:10.1162/REST_a_00483>. Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.
| Label | Latest Version |
|---|---|
| main | 0.1.5 |
