# Bayesian Global Vector Autoregressions

## Documentation for package ‘BGVAR’ version 2.5.9

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

BGVAR-package | BGVAR: Bayesian Global Vector Autoregressions
add_shockinfo | Adding shocks to 'shockinfo' argument
avg.pair.cc | Average Pairwise Cross-Sectional Correlations
bgvar | Estimation of Bayesian GVAR
coef | Extract Model Coefficients of Bayesian GVAR
coef.bgvar | Extract Model Coefficients of Bayesian GVAR
coefficients.bgvar | Extract Model Coefficients of Bayesian GVAR
conv.diag | MCMC Convergence Diagnostics
dic | Deviance Information Criterion
dic.bgvar | Deviance Information Criterion
dominant | pesaranData
EB.weights | Monthly EU / G8 countries macroeconomic dataset
eerData | Example data set to replicate Feldkircher and Huber (2016)
excel_to_list | Read Data from Excel
fevd | Forecast Error Variance Decomposition
fevd.bgvar.irf | Forecast Error Variance Decomposition
fitted | Extract Fitted Values of Bayesian GVAR
fitted.bgvar | Extract Fitted Values of Bayesian GVAR
get_shockinfo | Create 'shockinfo' argument
gfevd | Generalized Forecast Error Variance Decomposition
gfevd.bgvar | Generalized Forecast Error Variance Decomposition
hd | Historical Decomposition
hd.bgvar.irf | Historical Decomposition
irf | Impulse Response Function
irf.bgvar | Impulse Response Function
list_to_matrix | Convert Input List to Matrix
logLik | Extract Log-likelihood of Bayesian GVAR
logLik.bgvar | Extract Log-likelihood of Bayesian GVAR
lps | Compute Log-Predictive Scores
lps.bgvar.pred | Compute Log-Predictive Scores
matrix_to_list | Convert Input Matrix to List
monthlyData | Monthly EU / G8 countries macroeconomic dataset
OC.weights | Monthly EU / G8 countries macroeconomic dataset
pesaranData | pesaranData
pesaranDiff | pesaranData
plot | Graphical Summary of Output Created with 'bgvar'
plot.bgvar | Graphical Summary of Output Created with 'bgvar'
plot.bgvar.fevd | Graphical Summary of Output Created with 'bgvar'
plot.bgvar.irf | Graphical Summary of Output Created with 'bgvar'
plot.bgvar.pred | Graphical Summary of Output Created with 'bgvar'
plot.bgvar.resid | Graphical Summary of Output Created with 'bgvar'
predict | Predictions
predict.bgvar | Predictions
resid.bgvar | Extract Residuals of Bayesian GVAR
resid.corr.test | Residual Autocorrelation Test
residuals | Extract Residuals of Bayesian GVAR
residuals.bgvar | Extract Residuals of Bayesian GVAR
rmse | Compute Root Mean Squared Errors
rmse.bgvar.pred | Compute Root Mean Squared Errors
summary | Summary of Bayesian GVAR
summary.bgvar | Summary of Bayesian GVAR
tA | pesaranData
testdata | Example data set to show functionality of the package
USexpectations | Example data set to replicate Feldkircher and Huber (2016)
vcov | Extract Variance-covariance Matrix of Bayesian GVAR
vcov.bgvar | Extract Variance-covariance Matrix of Bayesian GVAR
W | Monthly EU / G8 countries macroeconomic dataset
W.8016 | pesaranData
W.list | Example data set to replicate Feldkircher and Huber (2016)
W.test | Example data set to show functionality of the package
W.trade0012 | Example data set to replicate Feldkircher and Huber (2016)