Package: BVAR
Type: Package
Title: Hierarchical Bayesian Vector Autoregression
Version: 1.0.5
Date: 2024-02-13
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", comment = c(ORCID = "0000-0002-3562-3414")),
    person("Nirai", "Tomass", role = "ctb"),
    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] (<https://orcid.org/0000-0002-3562-3414>),
  Nirai Tomass [ctb],
  Michael McCracken [dtc],
  Serena Ng [dtc]
Maintainer: Nikolas Kuschnig <nikolas.kuschnig@wu.ac.at>
Description: Estimation of hierarchical Bayesian vector autoregressive models
    following Kuschnig & Vashold (2021) <doi:10.18637/jss.v100.i14>.
    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: 7.3.1
NeedsCompilation: no
Packaged: 2024-02-16 09:57:30 UTC; nikolas
Repository: CRAN
Date/Publication: 2024-02-16 10:40:05 UTC
Built: R 4.3.3; ; 2025-01-24 05:12:23 UTC; unix
