CRAN/E | FAVAR

FAVAR

Bayesian Analysis of a FAVAR Model

Installation

About

Estimate a FAVAR model by a Bayesian method, based on Bernanke et al. (2005) doi:10.1162/0033553053327452.

Key Metrics

Version 0.1.3
R ≥ 3.5.0
Published 2022-05-26 702 days ago
Needs compilation? no
License GPL-3
CRAN checks FAVAR results

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Maintainer

Maintainer

Pu Chen

shengnehs@qq.com

Authors

Pu Chen

aut / cre

Chen Chen

aut

Gary Koop

cph

Dimitris Korobilis

cph

Material

NEWS
Reference manual
Package source

In Views

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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

FAVAR archive

Depends

R ≥ 3.5.0

Imports

ggplot2
bvartools
foreach
magrittr
MCMCpack
coda
dplyr
doParallel
Matrix

Suggests

testthat
vars
patchwork