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bsvars
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]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.bsvars . https://github.com/bsvars/bsvars/issues . https://bsvars.org/bsvars/ . bsvars citation info . bsvars results . bsvars.pdf . Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R package bsvars . bsvars_3.2.tar.gz . bsvars_3.2.zip . bsvars_3.2.zip . bsvars_3.2.zip . bsvars_3.2.tgz . bsvars_3.2.tgz . bsvars_3.2.tgz . bsvars_3.2.tgz . bsvars_3.2.tgz . bsvars_3.2.tgz . bsvars archive . https://CRAN.R-project.org/package=bsvars .
First Published: 2022-09-01
Latest Update: 2023-12-11
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 07 Apr. 2025.
Previous versions and publish date:
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View bsvars citation profile
Other R packages that bsvars depends,
imports, suggests or enhances
Complete documentation for bsvars
Functions, R codes and Examples using
the bsvars R package
Some associated functions: bsvars-package . estimate_bsvar . estimate_bsvar_mix . estimate_bsvar_msh . estimate_bsvar_sv . normalise_posterior . specify_bsvar . specify_bsvar_mix . specify_bsvar_msh . specify_bsvar_sv . specify_data_matrices . specify_identification_bsvars . specify_posterior_bsvar . specify_posterior_bsvar_mix . specify_posterior_bsvar_msh . specify_posterior_bsvar_sv . specify_prior_bsvar . specify_prior_bsvar_mix . specify_prior_bsvar_msh . specify_prior_bsvar_sv . specify_starting_values_bsvar . specify_starting_values_bsvar_mix . specify_starting_values_bsvar_msh . specify_starting_values_bsvar_sv . us_fiscal_lsuw .
Some associated R codes: RcppExports.R . bsvars-package.R . estimate_bsvar.R . estimate_bsvar_mix.R . estimate_bsvar_msh.R . estimate_bsvar_sv.R . normalise_posterior.R . specify_bsvar.R . specify_bsvar_mix.R . specify_bsvar_msh.R . specify_bsvar_sv.R . us_fiscal_lsuw.R . Full bsvars package functions and examples
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