add_priors              Add Priors to Bayesian Models A generic
                        function used to generate prior specifications
                        for a list of models. The function invokes
                        particular methods which depend on the class of
                        the first argument.
add_priors.bvarmodel    Add Priors for a Vector Autoregressive Models
add_priors.bvecmodel    Add Priors for Vector Error Correction Models
add_priors.dfmodel      Add Priors to Dynamic Factor Model
bem_dfmdata             FRED-QD data
bvar                    Bayesian Vector Autoregression Objects
bvarpost                Posterior Simulation for BVAR Models
bvec                    Bayesian Vector Error Correction Objects
bvec_to_bvar            Transform a VEC Model to a VAR in Levels
bvecpost                Posterior Simulation for BVEC Models
bvs                     Bayesian Variable Selection
dfm                     Bayesian Dynamic Factor Model Objects
dfmpost                 Posterior Simulation for Dynamic Factor Models
draw_posterior          Posterior Simulation
draw_posterior.bvarmodel
                        Posterior Simulation
draw_posterior.bvecmodel
                        Posterior Simulation for Vector Error
                        Correction Models
draw_posterior.dfmodel
                        Posterior Simulation
e1                      West German economic time series data
e6                      German interest and inflation rate data
fevd                    Forecast Error Variance Decomposition A generic
                        function used to calculate forecast error
                        varianc decompositions.
fevd.bvar               Forecast Error Variance Decomposition
gen_dfm                 Dynamic Factor Model Input
gen_var                 Vector Autoregressive Model Input
gen_vec                 Vector Error Correction Model Input
inclusion_prior         Prior Inclusion Probabilities
irf                     Impulse Response Function A generic function
                        used to calculate impulse response functions.
irf.bvar                Impulse Response Function
kalman_dk               Durbin and Koopman Simulation Smoother
loglik_normal           Calculates the log-likelihood of a multivariate
                        normal distribution.
minnesota_prior         Minnesota Prior
plot.bvarlist           Plotting Posterior Draws of Bayesian VAR or VEC
                        Models
plot.bvarprd            Plotting Forecasts of BVAR Models
post_coint_kls          Posterior Draw for Cointegration Models
post_coint_kls_sur      Posterior Draw for Cointegration Models
post_normal             Posterior Draw from a Normal Distribution
post_normal_covar_const
                        Posterior Simulation of Error Covariance
                        Coefficients
post_normal_covar_tvp   Posterior Simulation of Error Covariance
                        Coefficients
post_normal_sur         Posterior Draw from a Normal Distribution
ssvs                    Stochastic Search Variable Selection
ssvs_prior              Stochastic Search Variable Selection Prior
stoch_vol               Stochastic Volatility
stochvol_ksc1998        Stochastic Volatility
stochvol_ocsn2007       Stochastic Volatility
summary.bvar            Summarising Bayesian VAR Coefficients
summary.bvarlist        Summarising Bayesian VAR or VEC Models
summary.bvec            Summarising Bayesian VEC Coefficients
summary.dfm             Summarising Bayesian Dynamic Factor Models
thin.bvar               Thinning Posterior Draws
thin.bvarlist           Thinning Posterior Draws
thin.bvec               Thinning Posterior Draws
thin.dfm                Thinning Posterior Draws
us_macrodata            US macroeconomic data
