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 [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

Documentation:

Reference manual:

FAVAR.pdf

Downloads:

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-devel (arm64): FAVAR_0.1.3.tgz, r-release (arm64): FAVAR_0.1.3.tgz, r-oldrel (arm64): FAVAR_0.1.3.tgz, r-devel (x86_64): 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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