Package: BHSBVAR 3.1.1
Paul Richardson
BHSBVAR: Structural Bayesian Vector Autoregression Models
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.
Authors:
BHSBVAR_3.1.1.tar.gz
BHSBVAR_3.1.1.tar.gz(r-4.5-noble)BHSBVAR_3.1.1.tar.gz(r-4.4-noble)
BHSBVAR_3.1.1.tgz(r-4.4-emscripten)BHSBVAR_3.1.1.tgz(r-4.3-emscripten)
BHSBVAR.pdf |BHSBVAR.html✨
BHSBVAR/json (API)
NEWS
| # Install 'BHSBVAR' in R: |
| install.packages('BHSBVAR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- USLMData - U.S. Labor Market Data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:3b616e3cf0. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 27 2024 |
| R-4.5-linux-x86_64 | NOTE | Nov 27 2024 |
Exports:BH_SBVARDist_PlotsFEVDFEVD_PlotsHDHD_PlotsIRFIRF_Plots
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| BHSBVAR: Structural Bayesian Vector Autoregression Models | BHSBVAR-package BHSBVAR |
| Structural Bayesian Vector Autoregression | BH_SBVAR |
| Plot Posterior Distributions Against Priors | Dist_Plots |
| Forecast Error Variance Decompositions | FEVD |
| Plot Forecast Error Variance Decompositions | FEVD_Plots |
| Historical Decompositions | HD |
| Plot Historical Decompositions | HD_Plots |
| Impulse Responses | IRF |
| Plot Impulse Responses | IRF_Plots |
| U.S. Labor Market Data | USLMData |