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nk027 / bvar

Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.
https://cran.r-project.org/package=BVAR
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Analyzing FEVD data #88

Closed Curtis-dai closed 8 months ago

Curtis-dai commented 10 months ago

Hello，

First of all, many thanks to the authors for providing such a well-developed analysis tool! I am a rookie who is new to the R language and BVAR modeling. I am learning and I found that the fevd data obtained by irf() command is not able to form the analysis result, and I did not find any specific method to analyze fevd in the article BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R, and I didn't find any specific way to analyze fevd, is there any related article or solution recommended?

nk027 commented 10 months ago

Hey Curtis, thanks! What do you mean by "the fevd data obtained by irf() command is not able to form the analysis result"? Maybe the code in this issue is useful: https://github.com/nk027/bvar/issues/75.

Curtis-dai commented 9 months ago

thanks