c(person("Nikolas", "Kuschnig", role = c("aut", "cre"), email = "nikolas.kuschnig@wu.ac.at"),
person("Lukas", "Vashold", role = "aut"),
person("Michael", "McCracken", role = "dtc"),
person("Serena", "Ng", role = "dtc"))
Nikolas Kuschnig [aut, cre],
Lukas Vashold [aut],
Michael McCracken [dtc],
Serena Ng [dtc]

c(person("Nikolas", "Kuschnig", role = c("aut", "cre"), email = "nikolas.kuschnig@wu.ac.at", comment = c(ORCID = "0000-0002-6642-2543")),
person("Lukas", "Vashold", role = "aut"),
person("Michael", "McCracken", role = "dtc"),
person("Serena", "Ng", role = "dtc"))
Nikolas Kuschnig [aut, cre] (<https://orcid.org/0000-0002-6642-2543>),
Lukas Vashold [aut],
Michael McCracken [dtc],
Serena Ng [dtc]
Estimation of hierarchical Bayesian vector autoregressive models.
Implements hierarchical prior selection for conjugate priors in the fashion
of Giannone, Lenza & Primiceri (2015) <doi:10.1162/REST_a_00483>. Functions
to compute and identify impulse responses, calculate forecasts,
forecast error variance decompositions and scenarios are available.
Several methods to print, plot and summarise results facilitate analysis.
mvtnorm, stats, graphics, utils, grDevices

c(person("Nikolas", "Kuschnig", role = c("aut", "cre"), email = "nikolas.kuschnig@wu.ac.at", comment = c(ORCID = "0000-0002-6642-2543")),
person("Lukas", "Vashold", role = "aut", comment = c(ORCID = "0000-0002-3562-3414")),
person("Michael", "McCracken", role = "dtc"),
person("Serena", "Ng", role = "dtc"))
Nikolas Kuschnig [aut, cre] (<https://orcid.org/0000-0002-6642-2543>),
Lukas Vashold [aut] (<https://orcid.org/0000-0002-3562-3414>),
Michael McCracken [dtc],
Serena Ng [dtc]

Estimation of hierarchical Bayesian vector autoregressive models
following Kuschnig & Vashold (2021) <doi:10.18637/jss.v100.i14>.
Implements hierarchical prior selection for conjugate priors in the fashion
of Giannone, Lenza & Primiceri (2015) <doi:10.1162/REST_a_00483>.
Functions to compute and identify impulse responses, calculate forecasts,
forecast error variance decompositions and scenarios are available.
Several methods to print, plot and summarise results facilitate analysis.