Forecasting with Bayesian Panel Vector Autoregressions

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Documentation for package ‘bpvars’ version 1.0

• DESCRIPTION file.
• Package NEWS.

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bpvars-package	Forecasting with Bayesian Panel Vector Autoregressions
bpvars	Forecasting with Bayesian Panel Vector Autoregressions
compute_forecast_performance	Computes forecasting performance measures for recursive pseudo-out-of-sample forecasts
compute_forecast_performance.ForecastsPANELpoos	Computes forecasting performance measures for recursive pseudo-out-of-sample forecasts
compute_variance_decompositions.PosteriorBVARGROUPPANEL	Computes posterior draws of the forecast error variance decomposition
compute_variance_decompositions.PosteriorBVARPANEL	Computes posterior draws of the forecast error variance decomposition
compute_variance_decompositions.PosteriorBVARs	Computes posterior draws of the forecast error variance decomposition
country_grouping_incomegroup	A vector with country grouping by income group for 189 countries
country_grouping_region	A vector with country grouping by region for 189 countries
country_grouping_subregionbroad	A vector with country grouping by subregion for 189 countries
country_grouping_subregiondetailed	A vector with country grouping by detailed subregion for 189 countries
estimate.BVARGROUPPANEL	Bayesian estimation of a Bayesian Hierarchical Panel Vector Autoregression with fixed or estimated country grouping
estimate.BVARGROUPPRIORPANEL	Bayesian estimation of a Bayesian Hierarchical Panel Vector Autoregression with fixed or estimated country grouping for global priors
estimate.BVARPANEL	Bayesian estimation of a Bayesian Hierarchical Panel Vector Autoregression using Gibbs sampler
estimate.BVARs	Bayesian estimation of a Bayesian Hierarchical Vector Autoregressions for cubic data using Gibbs sampler
estimate.PosteriorBVARGROUPPANEL	Bayesian estimation of a Bayesian Hierarchical Panel Vector Autoregression with fixed or estimated country grouping
estimate.PosteriorBVARGROUPPRIORPANEL	Bayesian estimation of a Bayesian Hierarchical Panel Vector Autoregression with fixed or estimated country grouping for global priors
estimate.PosteriorBVARPANEL	Bayesian estimation of a Bayesian Hierarchical Panel Vector Autoregression using Gibbs sampler
estimate.PosteriorBVARs	Bayesian estimation of a Bayesian Hierarchical Vector Autoregressions for cubic data using Gibbs sampler
forecast.PosteriorBVARGROUPPANEL	Forecasting using Hierarchical Panel Vector Autoregressions
forecast.PosteriorBVARGROUPPRIORPANEL	Forecasting using Hierarchical Panel Vector Autoregressions
forecast.PosteriorBVARPANEL	Forecasting using Hierarchical Panel Vector Autoregressions
forecast.PosteriorBVARs	Forecasting using Hierarchical Vector Autoregressions for Dynamic Panel Data
forecast_poos_recursively	Bayesian recursive pseudo-out-of-sample forecasting
forecast_poos_recursively.BVARGROUPPANEL	Bayesian recursive pseudo-out-of-sample forecasting
forecast_poos_recursively.BVARGROUPPRIORPANEL	Bayesian recursive pseudo-out-of-sample forecasting
forecast_poos_recursively.BVARPANEL	Bayesian recursive pseudo-out-of-sample forecasting
forecast_poos_recursively.BVARs	Bayesian recursive pseudo-out-of-sample forecasting
ilo_dynamic_panel	A 4-variable annual system for forecasting labour market outcomes for 189 countries from 1991 to 2024
ilo_dynamic_panel_missing	A 4-variable annual system for forecasting labour market outcomes for 189 countries to 2024 containing only actual observations
ilo_exogenous_forecasts	Data containing future observations for 189 United Nations countries from 2025 to 2029 to be used to forecast with models with 'ilo_exogenous_variables'
ilo_exogenous_variables	A 3-variable annual system for of dummy observations for 2008, 2020, and 2021 to be used in the estimation of the Panel VAR model for 189 countries from 1991 to 2024
ilo_exogenous_variables_missing	A 3-variable annual system for of dummy observations for 2008, 2020, and 2021 to be used in the estimation of the Panel VAR model for 189 countries to 2024 containing observations for matching periods from 'ilo_dynamic_panel_missing'
plot.ForecastsPANEL	Plots fitted values of dependent variables
plot.PosteriorFEVDPANEL	Plots forecast error variance decompositions
specify_bvarGroupPANEL	R6 Class representing the specification of the BVARGROUPPANEL model
specify_bvarGroupPriorPANEL	R6 Class representing the specification of the BVARGROUPPRIORPANEL model
specify_bvarPANEL	R6 Class representing the specification of the BVARPANEL model
specify_bvars	R6 Class representing the specification of the BVARs model
specify_panel_data_matrices	R6 Class Representing DataMatricesBVARPANEL
specify_poosf_exercise	R6 Class Representing specification of the pseudo-out-of-sample forecasting exercise
specify_posterior_bvarGroupPANEL	R6 Class Representing PosteriorBVARGROUPPANEL
specify_posterior_bvarGroupPriorPANEL	R6 Class Representing PosteriorBVARGROUPPRIORPANEL
specify_posterior_bvarPANEL	R6 Class Representing PosteriorBVARPANEL
specify_posterior_bvars	R6 Class Representing PosteriorBVARs
specify_prior_bvarPANEL	R6 Class Representing PriorBVARPANEL
specify_prior_bvars	R6 Class Representing PriorBVARs
specify_starting_values_bvarGroupPANEL	R6 Class Representing StartingValuesBVARGROUPPANEL
specify_starting_values_bvarGroupPriorPANEL	R6 Class Representing StartingValuesBVARGROUPPRIORPANEL
specify_starting_values_bvarPANEL	R6 Class Representing StartingValuesBVARPANEL
specify_starting_values_bvars	R6 Class Representing StartingValuesBVARs
summary.ForecastsPANEL	Provides posterior summary of country-specific Forecasts
summary.PosteriorBVARGROUPPANEL	Provides posterior estimation summary for Bayesian Hierarchical Panel Vector Autoregressions
summary.PosteriorBVARGROUPPRIORPANEL	Provides posterior estimation summary for Bayesian Hierarchical Panel Vector Autoregressions with group-specific global prior
summary.PosteriorBVARPANEL	Provides posterior estimation summary for Bayesian Hierarchical Panel Vector Autoregressions
summary.PosteriorBVARs	Provides posterior estimation summary for Bayesian Vector Autoregressions for dynamic panel data
summary.PosteriorFEVDPANEL	Provides posterior summary of forecast error variance decompositions