BHSBVAR (1.0.3)

Structural Bayesian Vector Autoregression Models.

http://cran.r-project.org/web/packages/BHSBVAR

Provides a function for estimating the parameters of Structural Bayesian Vector Autoregression models with the method developed by Baumeister and Hamilton (2015) , Baumeister and Hamilton (2017) , and Baumeister and Hamilton (2018) . Functions for plotting impulse responses, historical decompositions, and posterior distributions of model parameters are also provided.

Maintainer: Paul Richardson
Author(s): Paul Richardson

License: GPL (>= 3)

Uses: Rcpp, knitr

Released about 1 year ago.