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  "Description": "Efficient Markov Chain Monte Carlo (MCMC) algorithms for\nthe fully Bayesian estimation of vectorautoregressions (VARs)\nfeaturing stochastic volatility (SV). Implements\nstate-of-the-art shrinkage priors following Gruber & Kastner\n(2025) <doi:10.1016/j.ijforecast.2025.02.001>. Efficient\nequation-per-equation estimation following Kastner & Huber\n(2020) <doi:10.1002/for.2680> and Carrerio et al. (2021)\n<doi:10.1016/j.jeconom.2021.11.010>.",
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