Package: BVAR
Type: Package
Title: Hierarchical Bayesian Vector Autoregression
Version: 0.1.3
Date: 2019-04-28
Authors@R: c(person("Nikolas",  "Kuschnig", role = c("aut", "cre"), email = "nikolas.kuschnig@wu.ac.at"),
    person("Lukas", "Vashold", role = "aut"),
    person("Michael", "McCracken", role = "dtc", comment = "author of the FRED-QD dataset"))
Author: Nikolas Kuschnig [aut, cre],
  Lukas Vashold [aut],
  Michael McCracken [dtc] (author of the FRED-QD dataset)
Maintainer: Nikolas Kuschnig <nikolas.kuschnig@wu.ac.at>
Description: Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015) <doi:10.1162/REST_a_00483>. Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.
URL: https://github.com/nk027/bvar
BugReports: https://github.com/nk027/bvar/issues
Depends: R (>= 3.3.0)
Imports: MASS, stats, graphics, utils
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2019-05-02 09:56:31 UTC; nikolas
Repository: CRAN
Date/Publication: 2019-05-03 13:00:11 UTC
