Code for  estimating TVP-VARs with Horseshoe Prior

Code for estimating Vector Error Correction Models with Data-Based Priors

Code for estimating Big Data Quantile Regressions using fast Variational Bayes

Code for estimating non-Gaussian SVARs with potential Endogenous Proxy Variables

Code for estimating BVARs with shrinkage and pooling

Code for estimating Large non-Gaussian SVARs