Encoding: UTF-8
Language: en-US
Package: BHSBVAR
Type: Package
Title: Structural Bayesian Vector Autoregression Models
Version: 2.0.2
Date: 2020-01-18
Author: Paul Richardson
Maintainer: Paul Richardson <p.richardson.54391@gmail.com>
Description: 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.
License: GPL (>= 3)
Depends: R (>= 3.5.0)
Imports: Rcpp (>= 1.0.0)
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.0.2
Suggests: knitr
VignetteBuilder: knitr
LazyData: true
NeedsCompilation: yes
Packaged: 2020-01-18 19:38:48 UTC; prich
Repository: CRAN
Date/Publication: 2020-01-19 00:00:02 UTC
Built: R 3.5.3; x86_64-w64-mingw32; 2020-04-22 05:09:51 UTC; windows
Archs: i386, x64
