Package: bvarsv3
Type: Package
Title: Bayesian VARs with stochastic volatility
Version: 0.01
Date: 2021-04-14
Author: Fabian Krueger, with contributions by Justus Thomsen
Maintainer: <Fabian.Krueger83@gmail.com>
Description: Utilities for fitting Bayesian vector autoregressions with stochastic volatility. Covers the specification by Clark (Journal of Business and Economic Statistics, vol. 29, 2011). Parts of the code are taken from the R package bvarsv (Krueger, 2015). 
License: GPL (>= 2)
Imports: Rcpp (>= 0.11.0), RcppArmadillo (>= 0.4.000.4), compiler,
        MASS, magrittr
LinkingTo: Rcpp, RcppArmadillo
Packaged: 2021-04-14 11:00:41 UTC; fabian
RoxygenNote: 7.0.0
Encoding: UTF-8
NeedsCompilation: yes
