Package: acpbvar
Type: Package
Title: Bayesian Structural VARs with Asymmetric Conjugate Priors
Version: 0.2.0
Authors@R: 
    person(given = "Federica",
           family = "Ursillo",
           role = c("aut", "cre"),
           email = "federica.ursillo@outlook.com")
Description: Implements Bayesian estimation of structural Vector Autoregressions
    in the asymmetric A-form of Chan (2022) <doi:10.3982/QE1381>, with an
    asymmetric Minnesota prior whose own-lag and cross-lag hyperparameters
    are selected by empirical Bayes via the closed-form marginal likelihood. Exact
    equation-by-equation posterior simulation in the structural form
    (independent Normal-Inverse-Gamma draws) provides posterior draws of
    the reduced-form parameters; structural identification through sign
    restrictions follows the algorithm of Rubio-Ramirez, Waggoner and Zha (2010)
    <doi:10.1111/j.1467-937X.2009.00578.x>.
    Impulse responses, posterior bands, and acceptance diagnostics are computed
    from the accepted draws.
License: MIT + file LICENSE
Encoding: UTF-8
Depends: R (>= 4.0)
Imports: stats, utils, graphics, grDevices
Suggests: bsvarSIGNs, bsvars, knitr, rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
VignetteBuilder: knitr
URL: https://github.com/ursillofederica/acpbvar
BugReports: https://github.com/ursillofederica/acpbvar/issues
Config/roxygen2/version: 8.1.1
NeedsCompilation: no
Packaged: 2026-10-20 13:43:47 UTC; federicaursillo
Author: Federica Ursillo [aut, cre]
Maintainer: Federica Ursillo <federica.ursillo@outlook.com>
Repository: CRAN
Date/Publication: 2026-10-31 11:20:08 UTC
