mfbvar 0.5.6 (2021-02-03)
- Removed use of internet connection in vignette
- Enabled use of weekly-monthly frequency mix
mfbvar 0.5.4 (2020-05-14)
- Changes to the main interface. Data can (and should) now be given as a list of
zooreg
or ts
objects.
mfbvar 0.5.3 (2020-03-18)
- Fixed a bug caused by the plotting functions
mfbvar 0.5.1 (2019-08-16)
- Support for more priors
- Stochastic volatility models
- Better
predict
functions
- Faster implementations
- Some support for quarterly/monthly (i.e. single-frequency) models
- Vignette added
TODO
- Impulse responses
- Marginal data densities for more specifications (currently
minn
-iw
with average
only), and in C++
- Enable use of less lags than what the aggregations need