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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.
Package details |
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Author | Fabian Krueger |
Maintainer | Fabian Krueger <Fabian.Krueger83@gmail.com> |
License | GPL (>= 2) |
Version | 1.1 |
URL | https://sites.google.com/site/fk83research/code |
Package repository | View on CRAN |
Installation |
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