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FAVAR  

Bayesian Analysis of a FAVAR Model
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("FAVAR", "0.1.3")



Attach the package and use:
library("FAVAR")
Maintained by
Pu Chen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-02-07
Latest Update: 2022-05-26
Description:
Estimate a FAVAR model by a Bayesian method, based on Bernanke et al. (2005) .
How to cite:
Pu Chen (2022). FAVAR: Bayesian Analysis of a FAVAR Model. R package version 0.1.3, https://cran.r-project.org/web/packages/FAVAR. Accessed 06 Jun. 2026.
Previous versions and publish date:
0.1.0 (2022-02-07 10:40), 0.1.1 (2022-03-10 10:50), 0.1.2 (2022-03-13 23:50)
Other packages that cited FAVAR R package
View FAVAR citation profile
Other R packages that FAVAR depends, imports, suggests or enhances
Complete documentation for FAVAR
Functions, R codes and Examples using the FAVAR R package
Some associated functions: BGM . BVAR . FAVAR . GI . ar2ma . coef.favar . irf . irf_single . regdata . slowcode . summary.favar . tcode . 
Some associated R codes: BGM.R . BVAR.R . ExtrPC.R . FAVAR.R . GI.R . ar2ma.R . coef.favar.R . eye.R . facrot.R . irf.R . irf_single.R . is.size_t.R . mlag2.R . ones.R . regdata.R . repmat.R . slowcode.R . summary.favar.R . tcode.R . zeros.R .  Full FAVAR package functions and examples
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