Package: BVAR
Type: Package
Title: Hierarchical Bayesian Vector Autoregression
Version: 0.2.0
Date: 2019-09-05
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 several methods for assessing results.
URL: https://github.com/nk027/bvar
BugReports: https://github.com/nk027/bvar/issues
Depends: R (>= 3.3.0)
Imports: mvtnorm, stats, graphics, utils
Suggests: vars, coda
License: GPL-3 | file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2019-09-05 14:54:28 UTC; nikolas
Repository: CRAN
Date/Publication: 2019-09-05 15:30:02 UTC
