Package: bvarsv
Type: Package
Title: Bayesian Analysis of a Vector Autoregressive Model with
        Stochastic Volatility and Time-Varying Parameters
Version: 1.1
Date: 2015-10-29
Author: Fabian Krueger
Maintainer: Fabian Krueger <Fabian.Krueger83@gmail.com>
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.
License: GPL (>= 2)
Imports: Rcpp (>= 0.11.0)
LinkingTo: Rcpp, RcppArmadillo
URL: https://sites.google.com/site/fk83research/code
NeedsCompilation: yes
Packaged: 2026-06-23 16:25:48 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2015-11-25 14:40:22 UTC
RemoteUrl: https://github.com/cran/bvarsv
RemoteRef: HEAD
RemoteSha: b5c8c14214abe5113e8d11da08ef8268043c349e