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>.

Getting started

Package details

AuthorPu Chen [aut, cre] (<https://orcid.org/0000-0001-7594-6827>), Chen Chen [aut], Gary Koop [cph], Dimitris Korobilis [cph]
MaintainerPu Chen <shengnehs@qq.com>
LicenseGPL-3
Version0.1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("FAVAR")

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FAVAR documentation built on May 28, 2022, 1:20 a.m.