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1. mf-bavart mf-bavart Public

   MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"

   R 30 15

2. tvp-network-panel tvp-network-panel Public

   TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"

   R 10 13

3. tvp-gvar-fsvm tvp-gvar-fsvm Public

   TVP-GVAR-FSVM model proposed in "Measuring international uncertainty using global vector autoregressions with drifting parameters"

   R 4 8

4. tvp-qr tvp-qr Public

   TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regressions"

   R 6 5