_            _    _        _         _
      /\ \         /\ \ /\ \     /\_\      / /\
      \_\ \       /  \ \\ \ \   / / /     / /  \
      /\__ \     / /\ \ \\ \ \_/ / /     / / /\ \__
     / /_ \ \   / / /\ \ \\ \___/ /     / / /\ \___\
    / / /\ \ \ / / /  \ \_\\ \ \_/      \ \ \ \/___/
   / / /  \/_// / /   / / / \ \ \        \ \ \
  / / /      / / /   / / /   \ \ \   _    \ \ \
 / / /      / / /___/ / /     \ \ \ /_/\__/ / /
/_/ /      / / /____\/ /       \ \_\\ \/___/ /
\_\/       \/_________/         \/_/ \_____\/
r-bvarsv 1.1
Propagated dependencies: r-rcpparmadillo@14.4.2-1 r-rcpp@1.0.14
Channel: guix-cran
Location: guix-cran/packages/b.scm (guix-cran packages b)
Home page: https://sites.google.com/site/fk83research/code
Licenses: GPL 2+
Synopsis: Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters
Description:

R/C++ implementation of the model proposed by Primiceri ("Time Varying Structural Vector Autoregressions and Monetary Policy", Review of Economic Studies, 2005), with functionality for computing posterior predictive distributions and impulse responses.

Total results: 1