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Tutorials

These tutorials walk you through Impulso's core workflow: fitting a Bayesian VAR, producing probabilistic forecasts, and running structural analysis. They assume familiarity with regression and autoregressive models but explain VAR-specific concepts as they arise.

Tutorial What you'll learn
Fitting Your First Bayesian VAR Data loading, lag selection, model fitting, posterior inspection
Probabilistic Forecasts Multi-step forecasts, credible intervals, fan charts
Structural Shocks and Their Effects Cholesky identification, impulse responses, FEVD, historical decomposition
Monetary Policy Analysis Policy reaction functions, scenario analysis

Start with the Quickstart if you're new to Impulso. The Forecasting and Structural Analysis tutorials build on concepts introduced there.