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bvarsv
View on CRAN: Click
here
Download and install bvarsv package within the R console
Install from CRAN:
install.packages("bvarsv")
Install from Github:
library("remotes")
install_github("cran/bvarsv")
Install by package version:
library("remotes")
install_version("bvarsv", "1.1")
Attach the package and use:
library("bvarsv")
Maintained by
Fabian Krueger
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-08-28
Latest Update: 2015-11-25
Description:
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.
How to cite:
Fabian Krueger (2014). bvarsv: Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters. R package version 1.1, https://cran.r-project.org/web/packages/bvarsv. Accessed 11 Dec. 2024.
Previous versions and publish date:
1.0 (2014-08-28 19:56)
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Other R packages that bvarsv depends,
imports, suggests or enhances
Complete documentation for bvarsv
Functions, R codes and Examples using
the bvarsv R package
Some associated functions: bvar.sv.tvp . bvarsv-package . helpers . impulse.responses . sim.var1.sv.tvp . usmacro .
Some associated R codes: RcppExports.R . bvarsv.R . Full bvarsv package functions and examples
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