期刊名称：Euro Area Balance of Payments and International Investment Position Statistics
印刷版ISSN：1830-3420
电子版ISSN：1830-3439
出版年度：2016
出版社：European Central Bank
摘要：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 toolboxwhich is easy for non-technical users to understand, augment and adapt. In particular, BEARincludes a user-friendly graphical interface which allows the tool to be used by country deskeconomists. Furthermore, BEAR is well documented, both within the code as well as includinga detailed theoretical and user's guide. BEAR includes state-of-the art applications such assign and magnitude restrictions, conditional forecasts, Bayesian forecast evaluation measures,Bayesian Panel VAR using di erent prior distributions (for example hierarchical priors), etc.BEAR is speci cally developed for transparently supplying a tool for state-of-the-art researchand is planned to be further developed to always be at the frontier of economic research.
