Custom implementation of BVAR model (Bayesian vector autoregression) using PyMC library. The implemented model was tested on macroeconomic data for forecasting inflation (CPI index) data. Several ...

├── LICENSE <- Open-source license if one is chosen ├── Makefile <- Makefile with convenience commands like `make data` or `make train` ├── README.md <- The top-level README for developers using this ...