DESCRIPTION

Package: bvarsv
Type: Package
Title: Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters
Version: 1.1
Date: 2015-10-29
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 functionality for computing posterior predictive distributions and impulse responses.
License: GPL (>= 2)
Imports: Rcpp (>= 0.11.0)
LinkingTo: Rcpp, RcppArmadillo
URL: https://sites.google.com/site/fk83research/code
RoxygenNote: 6.0.1