Bayesian Macroeconometrics Using R

How to use R for empirical research in macroeconomics (far from complete)

R VAR Bayes Macroeconomics

bvars

Collection of R routines for Linear and Nonlinear Bayesian Vector-Autoregressions

R VAR Bayes
Replication files

ltvar

R package to estimate Latent Threshold VAR models

R C++ VAR Bayes