Discover nk027/bsreg Open Source project by Nikolas Kuschnig (@nk027)

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Language
R
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Created about 3 years ago
Updated about 1 year ago

nk027

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Fit Bayesian models with a focus on spillover effects. Implements linear specifications (with or without shrinkage), allows for spatial lags of the dependent, explanatories, and error term, parameterised connectivity, and stochastic volatility.

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.

sanic

Fast routines for solving large systems of linear equations in R. Makes Eigen Cholesky-, LU-, QR-, and iterative (Conjugate Gradient, BiCGSTAB) solvers for both dense and sparse problems available.

C++

reg_tree

A regression tree algorithm for identification of convergence clubs.

BVARverse

Functions to prepare and visualise tidy objects from BVAR.

ineq_project

Inequality course project for creation of income inequality profiles of EU countries.

be_shrinkage

Demonstration of several Bayesian shrinkage priors.

deforestation_mt

Code accompanying "Spatial spillover effects from agriculture drive deforestation in Mato Grosso, Brazil".

ineq_shiny

Inequality course project for visualising results in country profiles.

nk027/bsreg

nk027

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