Hi,
I am working on a modelling project for Brazilian inflation, for which I am
tempted to use the BVAR package in R. I read the paper and the documentation
and yet I could not find any further information on how the values of the
hyperparameters of the Minnesota prior (bv_lambda, bv_alpha, bv_psi) should be
chosen. While testing the package, I am getting several bugs for which there is
not enough information on how to fix, only the fact that the values of these
hyperparameters are not correctly set up. I could not find anything online
either, which is why I am sending this email. Is it possible you can help me?
Thank you,
Eduardo Olinto, JGP
AVISO LEGAL - JGP\ "As informa��es existentes nesta ...{{dropped:18}}
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