Package: BVAR
Type: Package
Title: Hierarchical Bayesian Vector Autoregression
Version: 1.0.5
Date: 2024-02-13
Authors@R: c(person("Nikolas", "Kuschnig", role = c("aut", "cre"), email = "nikolas.kuschnig@wu.ac.at", comment = c(ORCID = "0000-0002-6642-2543")),
    person("Lukas", "Vashold", role = "aut", comment = c(ORCID = "0000-0002-3562-3414")),
    person("Nirai", "Tomass", role = "ctb"),
    person("Michael", "McCracken", role = "dtc"),
    person("Serena", "Ng", role = "dtc"))
Author: Nikolas Kuschnig [aut, cre]
        (<https://orcid.org/0000-0002-6642-2543>), Lukas Vashold [aut]
        (<https://orcid.org/0000-0002-3562-3414>), Nirai Tomass [ctb],
        Michael McCracken [dtc], Serena Ng [dtc]
Maintainer: Nikolas Kuschnig <nikolas.kuschnig@wu.ac.at>
Description: Estimation of hierarchical Bayesian vector autoregressive
        models following Kuschnig & Vashold (2021)
        <doi:10.18637/jss.v100.i14>. Implements hierarchical prior
        selection for conjugate priors in the fashion of Giannone,
        Lenza & Primiceri (2015) <doi:10.1162/REST_a_00483>. Functions
        to compute and identify impulse responses, calculate forecasts,
        forecast error variance decompositions and scenarios are
        available. Several methods to print, plot and summarise results
        facilitate analysis.
URL: https://github.com/nk027/bvar
BugReports: https://github.com/nk027/bvar/issues
Depends: R (>= 3.3.0)
Imports: mvtnorm, stats, graphics, utils, grDevices
Suggests: coda, vars, tinytest
License: GPL-3 | file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.1
Repository: https://nk027.r-universe.dev
Date/Publication: 2026-04-28 06:03:17 UTC
RemoteUrl: https://github.com/nk027/bvar
RemoteRef: HEAD
RemoteSha: f6b282250f576d97143df7522793a259f5a1c267
NeedsCompilation: no
Packaged: 2026-07-04 07:54:57 UTC; root