Package: BVAR
Type: Package
Title: Hierarchical Bayesian Vector Autoregression
Version: 1.0.0
Date: 2020-05-05
Authors@R: c(person("Nikolas", "Kuschnig", role = c("aut", "cre"), email = "nikolas.kuschnig@wu.ac.at", comment = c(ORCID = "0000-0002-6642-2543")),
    person("Lukas", "Vashold", role = "aut"),
    person("Michael", "McCracken", role = "dtc"),
    person("Serena", "Ng", role = "dtc"))
Author: Nikolas Kuschnig [aut, cre] (<https://orcid.org/0000-0002-6642-2543>),
  Lukas Vashold [aut],
  Michael McCracken [dtc],
  Serena Ng [dtc]
Maintainer: Nikolas Kuschnig <nikolas.kuschnig@wu.ac.at>
Description: Estimation of hierarchical Bayesian vector autoregressive models.
    Implements hierarchical prior selection for conjugate priors in the fashion
    of Giannone, Lenza & Primiceri (2015) <doi:10.1162/REST_a_00483>. Functions
    to compute and identify impulse responses, calculate forecasts,
    forecast error variance decompositions and scenarios are available.
    Several methods to print, plot and summarise results facilitate analysis.
URL: https://github.com/nk027/bvar
BugReports: https://github.com/nk027/bvar/issues
Depends: R (>= 3.3.0)
Imports: mvtnorm, stats, graphics, utils, grDevices
Suggests: coda, vars, tinytest
License: GPL-3 | file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.0
NeedsCompilation: no
Packaged: 2020-05-05 20:27:56 UTC; root
Repository: CRAN
Date/Publication: 2020-05-05 22:50:07 UTC
Built: R 4.1.0; ; 2020-08-03 05:18:06 UTC; windows
