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EconCausal: Causal Analysis for Macroeconomic Time Series (ECM-MARS, BSTS,Bayesian GLM-AR(1))

Implements three complementary pipelines for causal analysis on macroeconomic time series: (1) Error-Correction Models with Multivariate Adaptive Regression Splines (ECM-MARS), (2) Bayesian Structural Time Series (BSTS), and (3) Bayesian GLM with AR(1) errors validated with Leave-Future-Out (LFO). Heavy backends (Stan) are optional and never used in examples or tests.

Version:	1.0.2
Depends:	R (≥ 4.1)
Imports:	brms,readxl,dplyr,tidyr,tibble,purrr,bsts,BoomSpikeSlab,tseries,urca,vars,progressr,future.apply,rlang,magrittr, parallel, stats, utils
Suggests:	knitr, cmdstanr,rstan,future,RhpcBLASctl,rmarkdown,testthat (≥ 3.0.0)
Published:	2025-10-08
DOI:	10.32614/CRAN.package.EconCausal
Author:	José Mauricio Gómez Julián [aut, cre]
Maintainer:	José Mauricio Gómez Julián <isadore.nabi at pm.me>
BugReports:	https://github.com/IsadoreNabi/EconCausal/issues
License:	MIT + fileLICENSE
URL:	https://github.com/IsadoreNabi/EconCausal
NeedsCompilation:	no
Additional_repositories:	https://stan-dev.r-universe.dev
Language:	en-US
Materials:	README
CRAN checks:	EconCausal results

Documentation:

Reference manual:

EconCausal.html ,EconCausal.pdf

Vignettes:

**Detalles Metodológicos del Modelo GLM Bayesiano con Estructura AR(1)** (source,R code)
**Methodological Details of the Bayesian GLM Model with AR(1) Structure** (source,R code)
**Methodological Details of Bayesian State-Space Models with Variable Selection** (source,R code)
**Detalles Metodológicos de Modelos de Estado-Espacio Bayesianos con Selección de Variables** (source,R code)
**Methodological Details of the Error Correction Model with MARS** (source,R code)
**Detalles Metodológicos del Modelo de Corrección de Errores con MARS** (source,R code)

Downloads:

Package source:	EconCausal_1.0.2.tar.gz
Windows binaries:	r-devel:EconCausal_1.0.2.zip, r-release:EconCausal_1.0.2.zip, r-oldrel:EconCausal_1.0.2.zip
macOS binaries:	r-release (arm64):EconCausal_1.0.2.tgz, r-oldrel (arm64):EconCausal_1.0.2.tgz, r-release (x86_64):EconCausal_1.0.2.tgz, r-oldrel (x86_64):EconCausal_1.0.2.tgz

Linking:

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