Bayesian_TVPVAR:TVP-VAR模型的贝叶斯估计-源码

上传者: 42134769 | 上传时间: 2021-07-27 09:42:31 | 文件大小: 1016KB | 文件类型: ZIP
贝叶斯_TVPVAR TVP-VAR模型的贝叶斯估计 此仓库包含有关如何使用TVP-VAR模型进行贝叶斯分析的信息。 在深入研究代码之前,您应该看一下Bayes_TVPVAR_Presentation文件。 这将使您对TVP-VAR与常规VAR模型有何不同以及我们如何在TVP-VAR设置中进行贝叶斯分析的基线了解。 一旦对此有了一个不错的了解,代码就应该更容易理解。 在继续编写代码之前,我想引用从中获得代码的作者。 主要来源来自“经验宏观经济学的贝叶斯多元时间序列方法”(Koop和Korobilis,2010年),对此仅作了一些修改。 这是该项目的大多数信息都被引用的主要教科书。 TVP_VAR_CK文件包含许多不同的文件和功能,因此,为避免被MATLAB代码淹没,请将您的注意力集中在三个主要文件上。 一种是设置Homo_TVP_VAR.m文件,以从Korobilis(2008)读取数

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