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MATLAB library for large Bayesian VARs: samplers, shrinkage priors, stochastic volatility, marginal likelihoods and forecasting, with examples, tutorials and the replication packages from joshuacha…
MATLAB library for Bayesian state space models: precision-based samplers that draw the whole state path at once, for unobserved components, time-varying parameter, stochastic volatility and dynamic…
Sample chapters and code (MATLAB, R, Python) for 'Bayesian Macroeconometrics: Methods and Applications' by Joshua Chan (Chapman & Hall/CRC, forthcoming)