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 |
| Stochastic Volatility | Time-varying residual volatility via univariate SV: fit, interpret, and forecast |
Start with the Quickstart if you're new to Impulso. The Forecasting and Structural Analysis tutorials build on concepts introduced there.