Software

bvars

Collection of R routines for Linear and Nonlinear Bayesian Vector-Autoregressions

R VAR Bayes
Replication files

ltvar

R package to estimate Latent Threshold VAR models

R C++ VAR Bayes

RYieldCurve

R package for estimating and forecasting yield cuves

R Term Structure of Interest Rates

Survey

R Package for downloading and studying survey of professional forecaster data

R Survey of Professional Forecasters