BEAR Toolbox for Estimating Economic Relationships

Alistair Dieppe, European Central Bank

The Bayesian Estimation, Analysis and Regression (BEAR) toolbox is a comprehensive Bayesian (Panel) vector autoregression toolbox for forecasting and policy analysis. It is based on MATLAB^® and widely used by central banks, academia, and finance. This presentation includes an overview of the toolbox and the latest developments.

Published: 7 Nov 2023