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The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive Bayesian VAR toolbox for identifying shocks and forecasting and is used in research and for policy analysis. BEAR includes many different types of Bayesian VARs with many different priors distributions including 6 different Bayesian Panel VAR, Time-varying parameters and Stochastic Volatility, Mixed Frequency, FAVARs and Proxy VARs as well as applications such as sign and magnitude restrictions, conditional foreca

The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive Bayesian VAR toolbox for identifying shocks and forecasting and is used in research and for policy analysis. BEAR includes many different types of Bayesian VARs with many different priors distributions including 6 different Bayesian Panel VAR, Time-varying parameters and Stochastic Volatility, Mixed Frequency, FAVARs and Proxy VARs as well as applications such as sign and magnitude restrictions, conditional forecasts, and Bayesian forecast evaluation measures. There will also be a discussion on plans to include of new state-of-the art Structural VARs approaches: identification of low-frequency macroeconomic shocks via spectral approaches (Dieppe et al. 2021), as well as approaches to deal with large shocks such as Covid and non-linearities.