Custom implementation of BVAR model (Bayesian vector autoregression) using PyMC library. The implemented model was tested on macroeconomic data for forecasting inflation (CPI index) data. Several ...

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...

This paper studies estimation in panel vector autoregression (VAR) under cross-sectional dependence. The time series are allowed to be an unknown mixture of stationary and unit root processes with ...

Numerous studies have econometrically analyzed the dairy sector and effects of alternative dairy policies. While many of these studies have included dynamic aspects, often strict a priori assumptions ...