list_to_matrix

<p>A list of length <code>N</code> which contains each a matrix of size T times k, where T are time periods and k variables per entity.</p>

datalist

<p>Converts a list to an appropriate input matrix for use of <code>bgvar</code>.</p>

Estimation of Bayesian Global Vector Autoregressions (BGVAR) with different prior setups and the possibility to introduce stochastic volatility. Built-in priors include the Minnesota, the stochastic search variable selection and Normal-Gamma (NG) prior. For a reference see also Crespo Cuaresma, J., Feldkircher, M. and F. Huber (2016) "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach", Journal of Applied Econometrics, Vol. 31(7), pp. 1371-1391 <doi:10.1002/jae.2504>. Post-processing functions allow for doing predictions, structurally identify the model with short-run or sign-restrictions and compute impulse response functions, historical decompositions and forecast error variance decompositions. Plotting functions are also available.

Maximilian Boeck

BGVAR

list_to_matrix: Convert Input List to Matrix

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