Encoding: UTF-8
Language: en-US
Package: BHSBVAR
Type: Package
Title: Structural Bayesian Vector Autoregression Models
Version: 3.1.1
Date: 2022-11-05
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 (>= 1.0.6)
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.2.1
Suggests: rmarkdown, knitr
VignetteBuilder: knitr
LazyData: true
NeedsCompilation: yes
Packaged: 2022-11-05 15:08:58 UTC; prich
Repository: CRAN
Date/Publication: 2022-11-05 15:30:05 UTC
Built: R 4.3.0; aarch64-apple-darwin20; 2023-04-05 23:59:34 UTC; unix
Archs: BHSBVAR.so.dSYM
