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>.

Version: 0.1.3
Depends: R (≥ 3.5.0)
Imports: ggplot2, bvartools, foreach, magrittr, MCMCpack, coda, dplyr, doParallel, Matrix
Suggests: testthat, vars, patchwork
Published: 2022-05-26
DOI: 10.32614/CRAN.package.FAVAR
Author: Pu Chen ORCID iD [aut, cre], Chen Chen [aut], Gary Koop [cph], Dimitris Korobilis [cph]
Maintainer: Pu Chen <shengnehs at qq.com>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
In views: TimeSeries
CRAN checks: FAVAR results


Reference manual: FAVAR.pdf


Package source: FAVAR_0.1.3.tar.gz
Windows binaries: r-devel: FAVAR_0.1.3.zip, r-release: FAVAR_0.1.3.zip, r-oldrel: FAVAR_0.1.3.zip
macOS binaries: r-release (arm64): FAVAR_0.1.3.tgz, r-oldrel (arm64): FAVAR_0.1.3.tgz, r-release (x86_64): FAVAR_0.1.3.tgz, r-oldrel (x86_64): FAVAR_0.1.3.tgz
Old sources: FAVAR archive


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