bvarsv
type: Item
swMATH work ID: 11023
instance of: R package
last update: 2015-11-25T00:00:00Z
software version identifier: 1.1
author: Fabian Krueger
maintained by: Fabian Krueger
copyright license: GNU General Public License, version 2.0
copyright license: GNU General Public License, version 3.0
CRAN project: bvarsv
programmed in: R
imports: Rcpp
described by source: Time Varying Structural Vector Autoregressions and Monetary Policy
MaRDI profile type: Software
source code repository: bvarsv
description: Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters