koma: Large Scale Macroeconomic Model

Tools for estimating and forecasting large-scale macroeconomic models, including extended time series utilities used throughout the package.

See also

Useful links:

• https://timothymerlin.github.io/koma/

• https://github.com/TimothyMerlin/koma

• Report bugs at https://github.com/TimothyMerlin/koma/issues

Author

Maintainer: Merlin Scherer scherer@kof.ethz.ch (ORCID) [copyright holder]

Authors:

• Merlin Scherer scherer@kof.ethz.ch (ORCID) [copyright holder]

• Samad Sarferaz sarferaz@kof.ethz.ch (ORCID) [copyright holder]

Other contributors:

• Laurent Florin florin@kof.ethz.ch [contributor]

• Andrew D. Martin (Adapted rwish/riwish code from MCMCpack) [contributor, copyright holder]

• Kevin M. Quinn (Adapted rwish/riwish code from MCMCpack) [contributor, copyright holder]

• Jong Hee Park (Adapted rwish/riwish code from MCMCpack) [contributor, copyright holder]

• Bill Venables (Adapted multivariate_norm code from MASS::mvrnorm) [contributor, copyright holder]

• Brian D. Ripley (Adapted multivariate_norm code from MASS::mvrnorm) [contributor, copyright holder]