BHSBVAR
Structural Bayesian Vector Autoregression Models
Provides a function for estimating the parameters of Structural Bayesian Vector Autoregression models with the method developed by Baumeister and Hamilton (2015) <doi:10.3982/ECTA12356>, Baumeister and Hamilton (2017) <doi:10.3386/w24167>, and Baumeister and Hamilton (2018) <doi:10.1016/j.jmoneco.2018.06.005>. Functions for plotting impulse responses, historical decompositions, and posterior distributions of model parameters are also provided.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
3.1.3 |
rolling linux/jammy R-4.5 | BHSBVAR_3.1.3.tar.gz |
347.5 KiB |
3.1.3 |
rolling linux/noble R-4.5 | BHSBVAR_3.1.3.tar.gz |
354.1 KiB |
3.1.3 |
rolling source/ R- | BHSBVAR_3.1.3.tar.gz |
94.8 KiB |
3.1.3 |
latest linux/jammy R-4.5 | BHSBVAR_3.1.3.tar.gz |
347.5 KiB |
3.1.3 |
latest linux/noble R-4.5 | BHSBVAR_3.1.3.tar.gz |
354.1 KiB |
3.1.3 |
latest source/ R- | BHSBVAR_3.1.3.tar.gz |
94.8 KiB |
3.1.3 |
2026-04-26 source/ R- | BHSBVAR_3.1.3.tar.gz |
94.8 KiB |
3.1.3 |
2026-04-23 source/ R- | BHSBVAR_3.1.3.tar.gz |
94.8 KiB |
3.1.3 |
2026-04-09 windows/windows R-4.5 | BHSBVAR_3.1.3.zip |
753.7 KiB |
3.1.2 |
2025-04-20 source/ R- | BHSBVAR_3.1.2.tar.gz |
484.2 KiB |