Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/154367 
Erscheinungsjahr: 
2016
Schriftenreihe/Nr.: 
ECB Working Paper No. 1934
Verlag: 
European Central Bank (ECB), Frankfurt a. M.
Zusammenfassung: 
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.
Schlagwörter: 
Bayesian VAR
econometric software
forecasting
panel Bayesian VAR
structural VAR
JEL: 
C11
C30
C87
E00
F00
Persistent Identifier der Erstveröffentlichung: 
ISBN: 
978-92-899-2182-4
Dokumentart: 
Working Paper

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