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cff-version: 1.2.0
message: 'To cite package "acpbvar" in publications use:'
type: software
license: MIT
title: 'acpbvar: Bayesian Structural VARs with Asymmetric Conjugate Priors'
version: 0.2.0
doi: 10.32614/CRAN.package.acpbvar
abstract: Implements Bayesian estimation of structural Vector Autoregressions in the
  asymmetric A-form of Chan (2022) <https://doi.org/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)
  <https://doi.org/10.1111/j.1467-937X.2009.00578.x>. Impulse responses, posterior
  bands, and acceptance diagnostics are computed from the accepted draws.
authors:
- family-names: Ursillo
  given-names: Federica
  email: federica.ursillo@outlook.com
repository: https://ursillofederica.r-universe.dev
repository-code: https://github.com/ursillofederica/acpbvar
commit: 7359263e05082887cf554aebc06d8a0f12d87fef
url: https://github.com/ursillofederica/acpbvar
date-released: '2026-10-31'
contact:
- family-names: Ursillo
  given-names: Federica
  email: federica.ursillo@outlook.com