Package: BVAR
Type: Package
Title: Hierarchical Bayesian Vector Autoregression
Version: 0.2.2
Date: 2020-02-20
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"),
    person("Serena", "Ng", role = "dtc"))
Author: Nikolas Kuschnig [aut, cre],
  Lukas Vashold [aut],
  Michael McCracken [dtc],
  Serena Ng [dtc]
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: coda, vars
License: GPL-3 | file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.0.2
NeedsCompilation: no
Packaged: 2020-02-20 09:16:48 UTC; nikolas
Repository: CRAN
Date/Publication: 2020-02-20 10:20:05 UTC
