BGVAR-package           BGVAR: Bayesian Global Vector Autoregressions
add_shockinfo           Adding shocks to 'shockinfo' argument
avg.pair.cc             Average Pairwise Cross-Sectional Correlations
bgvar                   Estimation of Bayesian GVAR
coef                    Extract Model Coefficients of Bayesian GVAR
conv.diag               MCMC Convergence Diagnostics
dic                     Deviance Information Criterion
eerData                 Example data set to replicate Feldkircher and
                        Huber (2016)
excel_to_list           Read Data from Excel
fevd                    Forecast Error Variance Decomposition
fitted                  Extract Fitted Values of Bayesian GVAR
get_shockinfo           Create 'shockinfo' argument
gfevd                   Generalized Forecast Error Variance
                        Decomposition
hd                      Historical Decomposition
irf                     Impulse Response Function
list_to_matrix          Convert Input List to Matrix
logLik                  Extract Log-likelihood of Bayesian GVAR
lps                     Compute Log-Predictive Scores
matrix_to_list          Convert Input Matrix to List
monthlyData             Monthly EU / G8 countries macroeconomic dataset
pesaranData             pesaranData
plot                    Graphical Summary of Output Created with
                        'bgvar'
predict                 Predictions
resid.corr.test         Residual Autocorrelation Test
residuals               Extract Residuals of Bayesian GVAR
rmse                    Compute Root Mean Squared Errors
summary                 Summary of Bayesian GVAR
testdata                Example data set to show functionality of the
                        package
vcov                    Extract Variance-covariance Matrix of Bayesian
                        GVAR
