Using the BACC Software for Bayesian Inference
Abstract
The BACC software provides its users with tools for Bayesian Analysis, Computation and Communications. The current version of the software, described here, implements these tools as extensions to popular mathematical applications such as Matlab, S-PLUS, R, and Gauss, running under Windows, Linux or Unix. From the user's perspective, there is a seamless integration of special-purpose BACC commands for posterior simulation and related tasks with powerful built-in commands for matrix computation, graphics, program flow control, and I/O. Examples demonstrate the use of the software within Matlab. Nineteen models are currently available, and many others are planned. BACC is designed to be extendible, not only by the developers of BACC, but also by others who wish to implement their own models and thus make them available to BACC users. While model development requires programming in C, several design features of BACC facilitate this development. BACC is freely available at http://www2.cirano.qc.ca/∼bacc/.Download Info
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Article provided by Society for Computational Economics in its journal Computational Economics.
Volume (Year): 23 (2004)
Issue (Month): 3 (04)
Pages: 201-218
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Web page: http://www.springerlink.com/link.asp?id=100248
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Keywords:Other versions of this item:
- William McCausland, 1999. "Using the BACC Software for Bayesian Inference," Computing in Economics and Finance 1999 833, Society for Computational Economics.
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Bryant, Henry L. & Davis, George C., 2001. "Beyond The Model Specification Problem: Model And Parameter Averaging Using Bayesian Techniques," 2001 Annual meeting, August 5-8, Chicago, IL 20689, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Takashi Kano & James M. Nason, 2012.
"Business cycle implications of internal consumption habit for new Keynesian models,"
Working Papers
12-30, Federal Reserve Bank of Philadelphia.
- Takashi Kano & James M. Nason, 2009. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Model," CARF F-Series CARF-F-151, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Takashi Kano & James M. Nason, 2009. "Business cycle implications of internal consumption habit for New Keynesian models," Working Paper 2009-16, Federal Reserve Bank of Atlanta.
- Takashi Kano & James M. Nason, 2009. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," CIRJE F-Series CIRJE-F-623, CIRJE, Faculty of Economics, University of Tokyo.
- Takashi Kano & James M. Nason, 2010. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," CAMA Working Papers 2010-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kano, Takashi & Nason, James M., 2012. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," Discussion Papers 2012-09, Graduate School of Economics, Hitotsubashi University.
- McCausland, William J., 2007.
"Time reversibility of stationary regular finite-state Markov chains,"
Journal of Econometrics,
Elsevier, vol. 136(1), pages 303-318, January.
- McCAUSLAND, William J., 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 09-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- McCAUSLAND, William, 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 2004-07, Universite de Montreal, Departement de sciences economiques.
- Kano, Takashi & Nason, James M., 2012. "Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," Discussion Papers 2012-08, Graduate School of Economics, Hitotsubashi University.
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