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  1. bvar-toolkit bvar-toolkit Public

    MATLAB library for large Bayesian VARs: samplers, shrinkage priors, stochastic volatility, marginal likelihoods and forecasting, with examples, tutorials and the replication packages from joshuacha…

    MATLAB 39 9

  2. statespace-toolkit statespace-toolkit Public

    MATLAB library for Bayesian state space models: precision-based samplers that draw the whole state path at once, for unobserved components, time-varying parameter, stochastic volatility and dynamic…

    MATLAB 4 1

  3. trend-cycle-toolkit trend-cycle-toolkit Public

    Bayesian unobserved components models for US trend inflation, the output gap and trend output growth, with quarterly updated estimates.

    MATLAB 2

  4. bayesian-macroeconometrics bayesian-macroeconometrics Public

    Sample chapters and code (MATLAB, R, Python) for 'Bayesian Macroeconometrics: Methods and Applications' by Joshua Chan (Chapman & Hall/CRC, forthcoming)

    R 6 2