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FAVAR

Bayesian Analysis of a FAVAR Model

v0.1.3 · May 26, 2022 · GPL-3

Description

Estimate a FAVAR model by a Bayesian method, based on Bernanke et al. (2005) <DOI:10.1162/0033553053327452>.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies ggplot2 bvartools foreach magrittr MCMCpack coda dplyr doParallel Matrix FAVAR

Version History

5 tracked
new 0.1.3 Mar 10, 2026
updated 0.1.3 ← 0.1.2 diff May 25, 2022
updated 0.1.2 ← 0.1.1 diff Mar 12, 2022
updated 0.1.1 ← 0.1.0 diff Mar 9, 2022
new 0.1.0 Feb 6, 2022