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) , 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) . Impulse responses, posterior bands, and acceptance diagnostics are computed from the accepted draws. License: MIT + file LICENSE Encoding: UTF-8 Roxygen: list(markdown = TRUE) 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 Repository: https://ursillofederica.r-universe.dev Date/Publication: 2026-10-31 18:24:01 UTC RemoteUrl: https://github.com/ursillofederica/acpbvar RemoteRef: HEAD RemoteSha: 7359263e05082887cf554aebc06d8a0f12d87fef NeedsCompilation: no Packaged: 2026-11-01 11:47:22 UTC; root Author: Federica Ursillo [aut, cre] Maintainer: Federica Ursillo