AIC.bgvar | Akaike Information Criterion |
avg.pair.cc | Average pairwise cross-sectional correlations |
bgvar | BGVAR |
BIC.bgvar | Bayesian Information Criterion |
coef.bgvar | Extract model coefficients |
coefficients.bgvar | Extract model coefficients |
cond.pred | Conditional Forecasts |
cond.predict | Conditional Forecasts |
conv.diag | MCMC convergence diagnostics |
DIC | Deviance Information Criterion |
EA.weights | Monthly EU / G8 countries macroeconomic dataset |
eerData | Example data set to replicate Feldkircher and Huber (2016) |
eerDataspf | eerData extended with expectations data |
fevd.decomp | Forecast Error Variance Decomposition |
fitted.bgvar | Extract Model Fitted Values |
gfevd.decomp | Generalized Forecast Error Variance Decomposition |
hd.decomp | Historical Decomposition |
IRF | Impulse Response Functions |
IRF.cf | Counterfactual Analysis |
list_to_matrix | Convert Input List to Matrix |
logLik.bgvar | Extract Log-Likelihood |
lps | Compute log-predictive scores |
lps.bgvar.pred | Compute log-predictive scores |
matrix_to_list | Convert Input Matrix to List |
monthlyData | Monthly EU / G8 countries macroeconomic dataset |
OC.weights | Monthly EU / G8 countries macroeconomic dataset |
pesaranData | pesaranData |
plot.bgvar | Plotting function for fitted values |
plot.bgvar.fevd | Plotting Function for Forecast Error Variance Decomposition |
plot.bgvar.irf | Plot predictions of bgvar |
plot.bgvar.pred | Plot predictions of bgvar |
plot.bgvar.resid | Plotting function for residuals |
predict.bgvar | Compute predictions |
Print bgvar Output | |
print.bgvar | Print bgvar Output |
print.bgvar.CD | Print convergence diagnostics |
print.bgvar.lps | Print prediction evaulation |
print.bgvar.rmse | Print prediction evaulation |
resid.bgvar | Extract residuals of Global Vector Autoregression |
resid.corr.test | Residual autocorrelation test |
residual.corr.test | Residual autocorrelation test |
residuals | Extract residuals of Global Vector Autoregression |
residuals.bgvar | Extract residuals of Global Vector Autoregression |
rmse | Compute root mean squared errors |
rmse.bgvar.predict | Compute root mean squared errors |
summary | Summarizing Bayesian Global Vector Autoregression Fits |
summary.bgvar | Summarizing Bayesian Global Vector Autoregression Fits |
tA | pesaranData |
vcov.bgvar | Extract variance-covariance matrix |
W | Monthly EU / G8 countries macroeconomic dataset |
W.1316 | pesaranData |
W.list | Example data set to replicate Feldkircher and Huber (2016) |
W.trade0012 | Example data set to replicate Feldkircher and Huber (2016) |
W.trade0012.spf | eerData extended with expectations data |