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bsvars  

Bayesian Estimation of Structural Vector Autoregressive Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("bsvars", "3.2")



Attach the package and use:
library("bsvars")
Maintained by
Tomasz Woźniak
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-09-01
Latest Update: 2024-10-24
Description:
Efficient algorithms for Bayesian estimation of Structural Vector Autoregressive (SVAR) models via Markov chain Monte Carlo methods. A wide range of SVAR models is considered, including homo- and heteroskedastic specifications and those with non-normal structural shocks. The heteroskedastic SVAR model setup is similar as in Wozniak & Droumaguet (2015) and L
How to cite:
Tomasz Woźniak (2022). bsvars: Bayesian Estimation of Structural Vector Autoregressive Models. R package version 3.2, https://cran.r-project.org/web/packages/bsvars. Accessed 06 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:23), 1.0.0 (2022-09-01 17:40), 2.0.0 (2023-10-24 04:20), 2.1.0 (2023-12-11 22:50), 3.0.1 (2024-06-28 08:40), 3.0 (2024-06-19 11:10), 3.1 (2024-07-14 17:20)
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Complete documentation for bsvars
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