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BHSBVAR  

Structural Bayesian Vector Autoregression Models
View on CRAN: Click here


Download and install BHSBVAR package within the R console
Install from CRAN:
install.packages("BHSBVAR")

Install from Github:
library("remotes")
install_github("cran/BHSBVAR")

Install by package version:
library("remotes")
install_version("BHSBVAR", "3.1.3")



Attach the package and use:
library("BHSBVAR")
Maintained by
Paul Richardson
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-11-19
Latest Update: 2025-03-03
Description:
Provides a function for estimating the parameters of Structural Bayesian Vector Autoregression models with the method developed by Baumeister and Hamilton (2015) , Baumeister and Hamilton (2017) , and Baumeister and Hamilton (2018) . Functions for plotting impulse responses, historical decompositions, and posterior distributions of model parameters are also provided.
How to cite:
Paul Richardson (2018). BHSBVAR: Structural Bayesian Vector Autoregression Models. R package version 3.1.3, https://cran.r-project.org/web/packages/BHSBVAR. Accessed 06 Mar. 2026.
Previous versions and publish date:
1.0.0 (2018-11-19 19:30), 1.0.1 (2019-01-23 10:40), 1.0.2 (2019-03-20 10:03), 1.0.3 (2019-04-26 11:30), 1.0.4 (2019-08-02 21:20), 2.0.0 (2019-10-28 18:10), 2.0.1 (2019-12-12 06:10), 2.0.2 (2020-01-19 01:00), 2.1.0 (2020-08-27 01:50), 3.0.0 (2021-04-22 19:50), 3.0.1 (2021-06-10 18:40), 3.1.1 (2022-11-05 16:30), 3.1.2 (2025-03-03 21:00)
Other packages that cited BHSBVAR R package
View BHSBVAR citation profile
Other R packages that BHSBVAR depends, imports, suggests or enhances
Complete documentation for BHSBVAR
Functions, R codes and Examples using the BHSBVAR R package
Some associated functions: BHSBVAR-package . BH_SBVAR . Dist_Plots . FEVD . FEVD_Plots . HD . HD_Plots . IRF . IRF_Plots . USLMData . 
Some associated R codes: BHSBVAR-package.R . BHSBVAR.R . FEVD.R . HD.R . IRF.R . RcppExports.R . USLMData.R .  Full BHSBVAR package functions and examples
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