BHSBVAR
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Software:1350565
swMATH43675CRANBHSBVARMaRDI QIDQ1350565
Structural Bayesian Vector Autoregression Models
Last update: 5 November 2022
Copyright license: GNU General Public License
Software version identifier: 3.1.1
Source code repository: https://github.com/cran/BHSBVAR
- Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
- Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
- Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations
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