R: Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters

# Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters

## Documentation for package ‘bvarsv’ version 1.1

- DESCRIPTION file
- Package README

## Help Pages

bvarsv-package | Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters
bvar.sv.tvp | Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters
bvarsv | Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters
impulse.responses | Compute Impulse Response Function from a Fitted Model
parameter.draws | Helper Functions to Access BVAR Forecast Distributions and Parameter Draws
predictive.density | Helper Functions to Access BVAR Forecast Distributions and Parameter Draws
predictive.draws | Helper Functions to Access BVAR Forecast Distributions and Parameter Draws
sim.var1.sv.tvp | Simulate from a VAR(1) with Stochastic Volatility and Time-Varying Parameters
usmacro | US Macroeconomic Time Series
usmacro.update | US Macroeconomic Time Series