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

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Documentation for package ‘bvarsv’ version 1.0

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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
predictive.density Helper Functions to Access BVAR Forecast Distributions
predictive.draws Helper Functions to Access BVAR Forecast Distributions
sim.var1.sv.tvp Simulate from a VAR(1) with Stochastic Volatility and Time-Varying Parameters
usmacro US Macroeconomic Time Series