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How to configure bvartools priors for bgvars #2

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laurencehendry opened this issue Dec 29, 2023 · 2 comments
Open

How to configure bvartools priors for bgvars #2

laurencehendry opened this issue Dec 29, 2023 · 2 comments

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@laurencehendry
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Sehr geehrte Herr Mohr,
In line 128: https://github.com/franzmohr/bgvars/blob/master/README.Rmd
Please could some advice in the readme be provided for how to configure priors (e.g. shrinkage priors, sign restrictions) for this function?
Thank you very much,
Laurence Hendry
(Reserve Bank of Australia)
@franzmohr
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Thanks, will do that during the next days. Note however that sign restrictions are not implemented yet. Maybe you mean the other package by Feldkircher et al.?

@laurencehendry
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Hi Franz, vielen Dank! Und Frohes Neues!
Please, which other package by Feldkircher et al. do you refer to here?
Thank you very much

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@franzmohr @laurencehendry