Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/154367
Authors: 
Dieppe, Alistair
Legrand, Romain
van Roye, Björn
Year of Publication: 
2016
Series/Report no.: 
ECB Working Paper 1934
Abstract: 
The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian) (Panel) VAR toolbox for forecasting and policy analysis. BEAR is a MATLAB based toolbox which is easy for non-technical users to understand, augment and adapt. In particular, BEAR includes a user-friendly graphical interface which allows the tool to be used by country desk economists. Furthermore, BEAR is well documented, both within the code as well as including a detailed theoretical and user's guide. BEAR includes state-of-the art applications such as sign and magnitude restrictions, conditional forecasts, Bayesian forecast evaluation measures, Bayesian Panel VAR using different prior distributions (for example hierarchical priors), etc. BEAR is specifically developed for transparently supplying a tool for state-of-the-art research and is planned to be further developed to always be at the frontier of economic research.
Subjects: 
Bayesian VAR
econometric software
forecasting
panel Bayesian VAR
structural VAR
JEL: 
C11
C30
C87
E00
F00
Persistent Identifier of the first edition: 
ISBN: 
978-92-899-2182-4
Document Type: 
Working Paper

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