Package: bvarsv
Type: Package
Title: Bayesian Analysis of a Vector Autoregressive Model with
        Stochastic Volatility and Time-Varying Parameters
Version: 1.0
Date: 2014-08-22
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 a focus on generating posterior predictive distributions.
License: GPL (>= 2)
Imports: Rcpp (>= 0.11.0)
LinkingTo: Rcpp, RcppArmadillo
URL: https://sites.google.com/site/fk83research/code
Packaged: 2014-08-28 11:37:09 UTC; kruegefn
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2014-08-28 19:56:22
