R/C++ implementation of the model proposed by Primiceri ("Time Varying Structural Vector Autoregressions and Monetary Policy", Review of Economic Studies, 2005), with functionality for computing posterior predictive distributions and impulse responses.
| Version: | 1.1 |
| Imports: | Rcpp (≥ 0.11.0) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2015-11-25 |
| DOI: | 10.32614/CRAN.package.bvarsv |
| Author: | Fabian Krueger |
| Maintainer: | Fabian Krueger <Fabian.Krueger83 at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://sites.google.com/site/fk83research/code |
| NeedsCompilation: | yes |
| Materials: | README |
| In views: | Bayesian, TimeSeries |
| CRAN checks: | bvarsv results |
| Reference manual: | bvarsv.html , bvarsv.pdf |
| Package source: | bvarsv_1.1.tar.gz |
| Windows binaries: | r-devel: bvarsv_1.1.zip, r-release: bvarsv_1.1.zip, r-oldrel: bvarsv_1.1.zip |
| macOS binaries: | r-release (arm64): bvarsv_1.1.tgz, r-oldrel (arm64): bvarsv_1.1.tgz, r-release (x86_64): bvarsv_1.1.tgz, r-oldrel (x86_64): bvarsv_1.1.tgz |
| Old sources: | bvarsv archive |
| Reverse imports: | tvReg |
Please use the canonical form https://CRAN.R-project.org/package=bvarsv to link to this page.