The mfbvar package implements Bayesian mixed-frequency VAR models.
The current development version of the package can be installed with the help of devtools:
devtools::install_github("ankargren/mfbvar")See the vignette for details and examples.
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R package for Mixed-Frequency Bayesian VARs
ankargren/mfbvar
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R package for Mixed-Frequency Bayesian VARs
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