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FAVAR

Bayesian Analysis of a FAVAR Model

Estimate a FAVAR model by a Bayesian method, based on Bernanke et al. (2005) <DOI:10.1162/0033553053327452>.

Versions across snapshots

VersionRepositoryFileSize
0.1.3 rolling linux/jammy R-4.5 FAVAR_0.1.3.tar.gz 239.8 KiB
0.1.3 rolling linux/noble R-4.5 FAVAR_0.1.3.tar.gz 239.6 KiB
0.1.3 rolling source/ R- FAVAR_0.1.3.tar.gz 186.2 KiB
0.1.3 latest linux/jammy R-4.5 FAVAR_0.1.3.tar.gz 239.8 KiB
0.1.3 latest linux/noble R-4.5 FAVAR_0.1.3.tar.gz 239.6 KiB
0.1.3 latest source/ R- FAVAR_0.1.3.tar.gz 186.2 KiB
0.1.3 2026-04-26 source/ R- FAVAR_0.1.3.tar.gz 186.2 KiB
0.1.3 2026-04-23 source/ R- FAVAR_0.1.3.tar.gz 186.2 KiB
0.1.3 2026-04-09 windows/windows R-4.5 FAVAR_0.1.3.zip 243.2 KiB
0.1.3 2025-04-20 source/ R- FAVAR_0.1.3.tar.gz 186.2 KiB

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