BVAR (Q1354454): Difference between revisions

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+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.
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+Software:1354454

Latest revision as of 23:46, 13 March 2024

Hierarchical Bayesian Vector Autoregression

Language	Label	Description	Also known as
English	BVAR	Hierarchical Bayesian Vector Autoregression

Statements

source code repository

https://github.com/cran/BVAR

0 references

instance of

R package

0 references

software version identifier

1.0.4

publication date

8 March 2023

0 references

0.1.3

publication date

3 May 2019

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0.1.5

publication date

9 July 2019

0 references

0.2.0

publication date

5 September 2019

0 references

0.2.1

publication date

21 September 2019

0 references

0.2.2

publication date

20 February 2020

0 references

1.0.0

publication date

6 May 2020

0 references

1.0.1

publication date

27 September 2020

0 references

1.0.2

publication date

26 November 2021

0 references

1.0.3

publication date

25 February 2022

0 references

1.0.5

publication date

16 February 2024

0 references

0 references

0 references

16 February 2024

0 references

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.

0 references

0 references

0 references

GNU General Public License, version 3.0

0 references

File License

URL

https://cran.r-project.org/web/packages/BVAR/LICENSE