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

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Documentation for package ‘bvarsv’ version 1.1

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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