bvarsv

Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters

CRAN Package

R/C++ implementation of the model proposed by Primiceri ("Time Varying Structural Vector Autoregressions and Monetary Policy", Review of Economic Studies, 2005), with functionality for computing posterior predictive distributions and impulse responses.


Documentation


Team


Insights

Last 30 days

This package has been downloaded 600 times in the last 30 days. This could be a paper that people cite without reading. Reaching the medium popularity echelon is no small feat! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 32 times.

Sun
Mon
Tue
Wed
Thu
Fri
Sat
0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
27 downloadsMar 4, 2025
14 downloadsMar 5, 2025
18 downloadsMar 6, 2025
25 downloadsMar 7, 2025
10 downloadsMar 8, 2025
7 downloadsMar 9, 2025
10 downloadsMar 10, 2025
29 downloadsMar 11, 2025
14 downloadsMar 12, 2025
22 downloadsMar 13, 2025
7 downloadsMar 14, 2025
11 downloadsMar 15, 2025
14 downloadsMar 16, 2025
19 downloadsMar 17, 2025
18 downloadsMar 18, 2025
51 downloadsMar 19, 2025
28 downloadsMar 20, 2025
23 downloadsMar 21, 2025
10 downloadsMar 22, 2025
12 downloadsMar 23, 2025
36 downloadsMar 24, 2025
13 downloadsMar 25, 2025
13 downloadsMar 26, 2025
22 downloadsMar 27, 2025
33 downloadsMar 28, 2025
8 downloadsMar 29, 2025
17 downloadsMar 30, 2025
21 downloadsMar 31, 2025
36 downloadsApr 1, 2025
32 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
7
51

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 6,565 times in the last 365 days. Impressive! The kind of number that makes colleagues ask, 'How did you do it?' The day with the most downloads was Aug 21, 2024 with 89 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports1 package
  • Linking To2 packages
  • Reverse Imports1 package