Structural Bayesian Vector Autoregression Models


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Documentation for package ‘BHSBVAR’ version 3.0.1

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BHSBVAR-package BHSBVAR: Structural Bayesian Vector Autoregression Models
BHSBVAR BHSBVAR: Structural Bayesian Vector Autoregression Models
BH_SBVAR Structural Bayesian Vector Autoregression
Dist_Plots Plot Posterior Distributions Against Priors
FEVD Forecast Error Variance Decompositions
FEVD_Plots Plot Forecast Error Variance Decompositions
HD Historical Decompositions
HD_Plots Plot Historical Decompositions
IRF Impulse Responses
IRF_Plots Plot Impulse Responses
USLMData U.S. Labor Market Data