README.Rmd

---
output: github_document
---

```{r, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-",
  out.width = "100%"
)
```

# bsvarTVPs

Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions
with Markov-Switching and Time-Varying Identification of the Structural Matrix

Efficient algorithms for Bayesian estimation of Structural Vector
Autoregressions with Stochastic Volatility heteroskedasticity,
Markov-switching and Time-Varying Identification of the Structural Matrix,
and a three-level global-local hierarchical prior shrinkage for the structural and autoregressive matrices.

# Installation

To install the **bsvarTVPs** package just type in **R**:
```
devtools::install_git("https://github.com/bsvars/bsvarTVPs.git")
```

# Checks

[![R-CMD-check](https://github.com/donotdespair/bsvarTVPs/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/donotdespair/bsvarTVPs/actions/workflows/R-CMD-check.yaml)