CRAN/E | BHSBVAR

BHSBVAR

Structural Bayesian Vector Autoregression Models

Installation

About

Provides a function for estimating the parameters of Structural Bayesian Vector Autoregression models with the method developed by Baumeister and Hamilton (2015) doi:10.3982/ECTA12356, Baumeister and Hamilton (2017) doi:10.3386/w24167, and Baumeister and Hamilton (2018) doi:10.1016/j.jmoneco.2018.06.005. Functions for plotting impulse responses, historical decompositions, and posterior distributions of model parameters are also provided.

Key Metrics

Version 3.1.1
R ≥ 3.5.0
Published 2022-11-05 527 days ago
Needs compilation? yes
License GPL (≥ 3)
CRAN checks BHSBVAR results
Language en-US

Downloads

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Maintainer

Maintainer

Paul Richardson

p.richardson.54391@gmail.com

Authors

Paul Richardson

Material

NEWS
Reference manual
Package source

Vignettes

Structural Bayesian Vector Autoregression Models

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

BHSBVAR archive

Depends

R ≥ 3.5.0

Imports

Rcpp ≥ 1.0.6

Suggests

rmarkdown
knitr

LinkingTo

Rcpp
RcppArmadillo