R/C++ implementation of the model proposed by Primiceri ("Time Varying Structural Vector Autoregressions and Monetary Policy", Review of Economic Studies, 2005), with a focus on generating posterior predictive distributions.
| Version: | 1.0 |
| Imports: | Rcpp (≥ 0.11.0) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2014-08-28 |
| Author: | Fabian Krueger |
| Maintainer: | Fabian Krueger <Fabian.Krueger83 at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://sites.google.com/site/fk83research/code |
| NeedsCompilation: | yes |
| CRAN checks: | bvarsv results |
| Reference manual: | bvarsv.pdf |
| Package source: | bvarsv_1.0.tar.gz |
| Windows binaries: | r-devel: bvarsv_1.0.zip, r-release: bvarsv_1.0.zip, r-oldrel: bvarsv_1.0.zip |
| OS X Snow Leopard binaries: | r-release: bvarsv_1.0.tgz, r-oldrel: bvarsv_1.0.tgz |
| OS X Mavericks binaries: | r-release: bvarsv_1.0.tgz |