Comments (3)
nk027
commented on August 11, 2024
It is still necessary to check whether the way of forecasting conditionally is even slightly legit.
It is not.
Conditional forecasts may be implemented using the method put forth in Banbura et al. (2015) or Waggoner and Zha (1999). Both would be quite computationally intensive however.
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nk027
commented on August 11, 2024
As of ecefd7b this is largely implemented. Testing and having a look at the API is still necessary.
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oDNAudio
commented on August 11, 2024
Added conditional forecasts to also be implemented in bvar() with 2b2fe17
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Related Issues (20)
- NA resulting from log? HOT 6
- summary bvar HOT 2
- Support for mixed frequencies HOT 1
- FEVD plot HOT 10
- Questions regarding parallel implementation of BVAR HOT 4
- IRF colour HOT 2
- Overshrinkage with automatic psi HOT 1
- How to select the number of draws in fevd HOT 3
- Set prior mean automatically HOT 1
- Historical Variance Decomposition HOT 1
- narrative sign restrictions and anticipated vs unanticipated shock
- Diagnostics HOT 1
- Sign-restrictions HOT 12
- Default behavior for posterior summaries (mean over quantiles) HOT 2
- Noise added to unconditional forecast HOT 2
- Hyperparameters for monthly data? HOT 1
- Analyzing FEVD data HOT 2
- HDecomp plot
- Bind multiple chains
- Pandemic Priors HOT 1
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