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Bayesian Vector Autoregression (BVAR) in EViews | Step-by-Step Tutorial
Bayesian vector autoregressive models
bsvars.org: Bayesian Structural Vector Autoregressions - Adam Wang
Vector Auto Regression : Time Series Talk
Bayesian Vector Autoregression Sampling in EViews 11
A BVAR Analysis on channels of monetary policy transmission in Brazil
Karl Oskar Ekvall – Convergence Analysis of a collapsed Gibbs Sampler for Bayesian Vector Autoregr.
alexandria - introducing Bayesian VEC and Bayesian VARMA
Distributed Forecasting with Large Bayesian VAR Models