R/C++ implementation of the model proposed by Primiceri ("Time Varying Structural Vector Autoregressions and Monetary Policy", Review of Economic Studies, 2005), with functionality for computing posterior predictive distributions and impulse responses.
|Date of publication||2015-11-25 14:40:22|
|Maintainer||Fabian Krueger <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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