mcmc.szbsvar: Gibbs sampler for coefficients of a B-SVAR model
In MSBVAR: Markov-Switching, Bayesian, Vector Autoregression Models

Description Usage Arguments Details Value Author(s) References See Also Examples

Draws a posterior sample of the reduced form coefficients for a Bayesian SVAR model

1	mcmc.szbsvar(varobj, A0.posterior)

`varobj`	A B-SVAR object created by `szbsvar`
`A0.posterior`	A posterior sample object generated by `gibbs.A0`

This function draws the parameters from the Bayesian SVAR model described by Waggoner and Zha (2003). The details can be found in szbsvar. The draws are done for the SVAR model and then translated into the reduced form parameters.

A list of the class "mcmc.bsvar.posterior" with the following components:

`A0.posterior`	m x m x N2 array of the posterior matrices A(0).
`B.sample`	N2 x ncoef matrix of the reduced form coefficients for the SVAR.

Patrick T. Brandt

Waggoner, Daniel F. and Tao A. Zha. 2003. "A Gibbs sampler for structural vector autoregressions" Journal of Economic Dynamics \& Control. 28:349–366.

szbsvar

## Not run: 
varobj <- szbsvar(Y, p, z = NULL, lambda0, lambda1, lambda3, lambda4,
                  lambda5, mu5, mu6, ident, qm = 4)
posterior <- mcmc.szbsvar(varobj, N1, N2)

## End(Not run)