Provides a function for estimating the parameters of Structural Bayesian Vector Autoregression models with the method developed by Baumeister and Hamilton (2015) <doi:10.3982/ECTA12356>, Baumeister and Hamilton (2017) <doi:10.3386/w24167>, and Baumeister and Hamilton (2018) <doi:10.1016/j.jmoneco.2018.06.005>. Functions for plotting impulse responses, historical decompositions, and posterior distributions of model parameters are also provided.
| Version: | 3.1.3 |
| Depends: | R (≥ 4.4.0) |
| Imports: | Rcpp (≥ 1.1.0) |
| LinkingTo: | Rcpp,RcppArmadillo |
| Suggests: | rmarkdown,knitr,bookdown |
| Published: | 2025-11-14 |
| DOI: | 10.32614/CRAN.package.BHSBVAR |
| Author: | Paul Richardson [aut, cre] |
| Maintainer: | Paul Richardson <p.richardson.54391 at gmail.com> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| Language: | en-US |
| Materials: | NEWS |
| CRAN checks: | BHSBVAR results |
| Reference manual: | BHSBVAR.html ,BHSBVAR.pdf |
| Vignettes: | BHSBVAR (source,R code) |
| Package source: | BHSBVAR_3.1.3.tar.gz |
| Windows binaries: | r-devel:BHSBVAR_3.1.3.zip, r-release:BHSBVAR_3.1.3.zip, r-oldrel:BHSBVAR_3.1.3.zip |
| macOS binaries: | r-release (arm64):BHSBVAR_3.1.3.tgz, r-oldrel (arm64):BHSBVAR_3.1.3.tgz, r-release (x86_64):BHSBVAR_3.1.3.tgz, r-oldrel (x86_64):BHSBVAR_3.1.3.tgz |
| Old sources: | BHSBVAR archive |
Please use the canonical formhttps://CRAN.R-project.org/package=BHSBVARto link to this page.