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The BEAR toolbox

The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.

BEAR is a MATLAB based toolbox which is easy for non-technical users to understand, augment and adapt. In particular, BEAR includes a user-friendly graphical interface which allows the tool to be used by country desk economists.

Furthermore, BEAR is well documented, both within the code as well as including a detailed theoretical and user’s guide. BEAR includes state-of-the art applications such as FAVARs, stochastic volatility, time-varying parameters, mixed-frequency, sign and magnitude restrictions, conditional forecasts, Bayesian forecast evaluation measures, Bayesian Panel VAR using different prior distributions (for example hierarchical priors).

BEAR is specifically developed for transparently supplying a tool for state-of-the-art research and is planned to be further developed to always be at the frontier of economic research.

BEAR Toolbox

Current version: 5.0 - Updated: 23 April 2021