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

---

Documentation for package ‘bvarsv’ version 1.1

• DESCRIPTION file.

Help Pages

bvarsv-package	Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters
bvar.sv.tvp	Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters
bvarsv	Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters
impulse.responses	Compute Impulse Response Function from a Fitted Model
parameter.draws	Helper Functions to Access BVAR Forecast Distributions and Parameter Draws
predictive.density	Helper Functions to Access BVAR Forecast Distributions and Parameter Draws
predictive.draws	Helper Functions to Access BVAR Forecast Distributions and Parameter Draws
sim.var1.sv.tvp	Simulate from a VAR(1) with Stochastic Volatility and Time-Varying Parameters
usmacro	US Macroeconomic Time Series
usmacro.update	US Macroeconomic Time Series