BVAR (Q1354454): Difference between revisions

← Older edit Newer edit →

@@ Property / last update @@
-March 2023Timestamp +2023-03-08T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-03-08T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 8 March 2023 / rank @@
-Normal rank
@@ Property / software version identifier @@
+.1.3
@@ Property / software version identifier: 0.1.3 / rank @@
+Normal rank
@@ Property / software version identifier: 0.1.3 / qualifier @@
+publication date: 3 May 2019Timestamp +2019-05-03T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2019-05-03T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.1.5
@@ Property / software version identifier: 0.1.5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.1.5 / qualifier @@
+publication date: 9 July 2019Timestamp +2019-07-09T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2019-07-09T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.2.0
@@ Property / software version identifier: 0.2.0 / rank @@
+Normal rank
@@ Property / software version identifier: 0.2.0 / qualifier @@
+publication date: 5 September 2019Timestamp +2019-09-05T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2019-09-05T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.2.1
@@ Property / software version identifier: 0.2.1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.2.1 / qualifier @@
+publication date: 21 September 2019Timestamp +2019-09-21T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2019-09-21T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.2.2
@@ Property / software version identifier: 0.2.2 / rank @@
+Normal rank
@@ Property / software version identifier: 0.2.2 / qualifier @@
+publication date: 20 February 2020Timestamp +2020-02-20T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2020-02-20T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0.0
@@ Property / software version identifier: 1.0.0 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0.0 / qualifier @@
+publication date: 6 May 2020Timestamp +2020-05-06T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2020-05-06T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0.1
@@ Property / software version identifier: 1.0.1 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0.1 / qualifier @@
+publication date: 27 September 2020Timestamp +2020-09-27T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2020-09-27T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0.2
@@ Property / software version identifier: 1.0.2 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0.2 / qualifier @@
+publication date: 26 November 2021Timestamp +2021-11-26T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2021-11-26T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0.3
@@ Property / software version identifier: 1.0.3 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0.3 / qualifier @@
+publication date: 25 February 2022Timestamp +2022-02-25T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-02-25T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0.5
@@ Property / software version identifier: 1.0.5 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0.5 / qualifier @@
+publication date: 16 February 2024Timestamp +2024-02-16T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2024-02-16T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update @@
+February 2024Timestamp +2024-02-16T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2024-02-16T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 16 February 2024 / rank @@
+Normal rank
@@ Property / 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.
+Normal rank
@@ Property / author @@
+Nikolas Kuschnig
@@ Property / author: Nikolas Kuschnig / rank @@
+Normal rank
@@ Property / author @@
+Lukas Vashold
@@ Property / author: Lukas Vashold / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
@@ Property / copyright license @@
+File License
@@ Property / copyright license: File License / rank @@
+Normal rank
@@ Property / copyright license: File License / qualifier @@
+URL: https://cran.r-project.org/web/packages/BVAR/LICENSE
@@ Property / depends on software @@
+R
@@ Property / depends on software: R / rank @@
+Normal rank
@@ Property / depends on software: R / qualifier @@
+software version identifier: ≥ 3.3.0
@@ Property / imports @@
+mvtnorm
@@ Property / imports: mvtnorm / rank @@
+Normal rank
@@ Property / imports @@
+stats
@@ Property / imports: stats / rank @@
+Normal rank
@@ Property / imports @@
+graphics
@@ Property / imports: graphics / rank @@
+Normal rank
@@ Property / imports @@
+utils
@@ Property / imports: utils / rank @@
+Normal rank
@@ Property / imports @@
+grDevices
@@ Property / imports: grDevices / rank @@
+Normal rank
@@ Property / cites work @@
+BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R
+Normal rank
@@ Property / cites work @@
+Prior Selection for Vector Autoregressions
@@ Property / cites work: Prior Selection for Vector Autoregressions / rank @@
+Normal rank

Revision as of 10:18, 22 February 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

0 references

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