Package: MSBVAR
Title: Bayesian Vector Autoregression Models, Impulse Responses and Forecasting.
Version: 0.1.1
Author: Patrick T. Brandt <pbrandt@utdallas.edu>
Description: Provides methods for estimating frequentist and Bayesian
Vector Autoregression (VAR) models.  Also includes methods for the
generating posterior inferences for VAR forecasts and error
decompositions.

Maintainer: Patrick T. Brandt  <pbrandt@utdallas.edu>
License: GPL


/* Revisions and History */
2005-03-17 Initial version
2005-07-21 Revised to new site and location.  Revised forecasting
	   functions to match the Political Analysis paper by Brandt
           and Freeman.
2005-09-15 Revised documentation and code to pass checks for generics.
	   Included Israeli-Palestinian dataset for examples.
2006-01-29 Revised impulse response plotting functions to plot shocks
           / impulses in the columns and responses in the rows. The
	   code was documented to work this way, but delivered an
           incorrect plot.

MSBVAR Package
Copyright (C) 2005-2006 Patrick T. Brandt
Support provided by the U.S. National Science Foundation
(Grants SES-0351179, SES-0351205, and SES-0540816)

Patrick T. Brandt
School of Social Sciences
University of Texas at Dallas
Box 830688,
Richardson, Texas 75083
http://yule.utdallas.edu
http://www.utdallas.edu/~pbrandt
pbrandt@utdallas.edu