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donotdespair committed Jun 23, 2024
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Package: bsvarSIGNs
Type: Package
Title: Bayesian Estimation of Structural Vector Autoregressive Models Identified by Sign and Narrative Restrictions
Title: Bayesian Estimation of Structural Vector Autoregressive Models Identified by Sign, Zero, and Narrative Restrictions
Version: 0.1.9000
Date: 2024-01-11
Authors@R: c(person("Xiaolei", "Wang", , "[email protected]", role = c("aut", "cre")),person("Tomasz", "Woźniak", , "[email protected]", role = c("aut"), comment = c(ORCID = "0000-0003-2212-2378")))
Maintainer: Xiaolei Wang <[email protected]>
Description: Implements efficient algorithms for the Bayesian estimation of Stuructural Vector Autoregressive models identified by sign and narrative restrictions following Rubio-Ramírez, Waggoner & Zha (2010) <doi:10.1111/j.1467-937X.2009.00578.x> and Antolín-Díaz & Rubio-Ramírez (2018) <doi:10.1257/aer.20161852>.
Description: Implements efficient algorithms for the Bayesian estimation of Stuructural Vector Autoregressive models identified by sign, zero, and narrative restrictions following Rubio-Ramírez, Waggoner & Zha (2010) <doi:10.1111/j.1467-937X.2009.00578.x>, Arias, Rubio-Ramírez, & Waggoner (2018) <doi:10.3982/ECTA14468>, and Antolín-Díaz & Rubio-Ramírez (2018) <doi:10.1257/aer.20161852>.
License: GPL (>= 3)
Imports:
R6,
Rcpp (>= 1.0.12),
RcppArmadillo,
RcppProgress
LinkingTo: bsvars, Rcpp, RcppArmadillo, RcppProgress
LinkingTo:
bsvars,
Rcpp,
RcppArmadillo,
RcppProgress
Depends:
R (>= 2.10),
bsvars
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