FAVAR

Bayesian Analysis of a FAVAR Model

CRAN Package

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

  • Version0.1.3
  • R version≥ 3.5.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release05/26/2022

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  • Imports9 packages
  • Suggests3 packages