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NEWS.md

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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