I actually had no idea, thank you! I mean, I’ve seen the package name but never really checked it out.
But yes, my goal is to actually learn Julia. My research is currently about Bayesian Mixed Frequency Vectorautoregressions and using them for doing economic forecasts and nowcasts and I will be implementing those. For example I have this working paper already implemented in Matlab..
But I am happy to look into the codes of others, I learn a lot, so I will see what Turing has to offer and see if I can directly implement stuff from there.