Package: MSBVAR
Title: Bayesian Vector Autoregression Models, Impulse Responses and Forecasting.
Version: 0.1
Date: 2005-09-15
Author: Patrick T. Brandt <pbrandt@utdallas.edu>
Maintainer: Patrick T. Brandt <pbrandt@utdallas.edu>
Depends: R (>= 2.1.0), KernSmooth, xtable
Description: Provides methods for estimating frequentist and
Bayesian Vector Autoregression (VAR) models.  Also includes
methods for the generating posterior inferences for VAR
forecasts, impulse responses (using likelihood-based error bands),
and forecast error decompositions.  Also includes utility functions
for plotting forecasts and impulse responses, and generating draws
from Wishart and singular multivariate normal densities.  Future
versions will include Bayesian Structural VAR (B-SVAR) models and
possibly some models with Markov switching.
License: GPL version 2 or newer
URL: http://www.utdallas.edu/~pbrandt/
Packaged: Mon Sep 19 17:36:19 2005; brandt

Package: MSBVAR
Title: Bayesian Vector Autoregression Models
Version: 0.2.0
Date: 2006-07-16
Author: Patrick T. Brandt <pbrandt@utdallas.edu>
Maintainer: Patrick T. Brandt <pbrandt@utdallas.edu>
Depends: R (>= 2.3.0), KernSmooth, xtable, coda
Description: Provides methods for estimating frequentist and
Bayesian Vector Autoregression (VAR) models.  Functions for reduced
form and structural VAR models are also available. Includes
methods for the generating posterior inferences for VAR
forecasts, impulse responses (using likelihood-based error bands),
and forecast error decompositions.  Also includes utility functions
for plotting forecasts and impulse responses, and generating draws
from Wishart and singular multivariate normal densities.  Future
versions will include some models with Markov switching.
License: GPL version 2 or newer
URL: http://www.utdallas.edu/~pbrandt/
Packaged: Sun Jul 16 12:36:13 2006; brandt

Package: MSBVAR
Title: Bayesian Vector Autoregression Models
Version: 0.2.1
Date: 2006-09-19
Author: Patrick T. Brandt <pbrandt@utdallas.edu>
Maintainer: Patrick T. Brandt <pbrandt@utdallas.edu>
Depends: R (>= 2.3.0), KernSmooth, xtable, coda
Description: Provides methods for estimating frequentist and
Bayesian Vector Autoregression (VAR) models.  Functions for reduced
form and structural VAR models are also available. Includes
methods for the generating posterior inferences for VAR
forecasts, impulse responses (using likelihood-based error bands),
and forecast error decompositions.  Also includes utility functions
for plotting forecasts and impulse responses, and generating draws
from Wishart and singular multivariate normal densities.  Future
versions will include some models with Markov switching.
License: GPL version 2 or newer
URL: http://www.utdallas.edu/~pbrandt/
Packaged: Wed Sep 20 08:43:41 2006; brandt