common2016/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

Maintainer
LicenseGPL-3
Version0.1.3
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("common2016/FAVAR")
common2016/FAVAR documentation built on April 17, 2023, 11:34 p.m.