Ko Manual 1

• Introduction
• VAR models
  • Analytical results for VAR models
    • The Diffuse Prior
    • The Natural Conjugate Prior
    • The Minnesota Prior
  • Estimation of VARs using the Gibbs sampler
    • The Independent Normal-Wishart Prior-Posterior algorithm
    • Stochastic Search Variable Selection in VAR models
    • Flexible Variable Selection in VAR models
• Time-Varying parameters VAR models
  • Homoskedastic TVP-VAR
    • Variable Selection in the Homoskedastic TVP-VAR
  • Hierarchical TVP-VAR
  • Heteroskedastic TVP-VAR
• Factor models
  • Static factor model
  • Dynamic factor model (DFM)
  • Factor-augmented VAR (FAVAR)
  • Time-varying parameters Factor-augmented VAR (FAVAR)
  • Data used for factor model applications