FAVAR: Bayesian Analysis of a FAVAR Model
Estimate a FAVAR model by a Bayesian method, based on Bernanke et al. (2005) <doi:10.1162/0033553053327452>.
| Version: | 0.1.3 |
| Depends: | R (≥ 3.5.0) |
| Imports: | ggplot2,bvartools,foreach,magrittr,MCMCpack,coda,dplyr,doParallel,Matrix |
| Suggests: | testthat,vars,patchwork |
| Published: | 2022-05-26 |
| DOI: | 10.32614/CRAN.package.FAVAR |
| Author: | Pu Chen [aut, cre], Chen Chen [aut], Gary Koop [cph], Dimitris Korobilis [cph] |
| Maintainer: | Pu Chen <shengnehs at qq.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | FAVAR results |
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