https://ursillofederica.r-universe.devRecent package updates in ursillofedericaR-universehttps://github.com/ursillofederica.pnghttps://ursillofederica.r-universe.devSat, 31 Oct 2026 18:24:01 GMTfederica.ursillo@outlook.com (Federica Ursillo)Implements Bayesian estimation of structural Vector Autoregressions in the asymmetric A-form of Chan (2022) <doi: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) <doi:10.1111/j.1467-937X.2009.00578.x>. Impulse responses, posterior bands, and acceptance diagnostics are computed from the accepted draws.https://github.com/r-universe/ursillofederica/actions/runs/41303188499Sat, 31 Oct 2026 18:24:01 GMTacpbvar0.2.0successhttps://ursillofederica.r-universe.devhttps://github.com/ursillofederica/acpbvaracpbvar_uhlig.Rmdacpbvar_uhlig.htmlacpbvar on real data: the monetary policy shock of Uhlig (2005)2026-10-12 09:09:502026-10-17 11:50:26acpbvar_workflow.Rmdacpbvar_workflow.htmlacpbvar: a complete workflow2026-10-08 11:07:032026-10-11 05:28:46