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EconCausal: Causal Analysis for Macroeconomic Time Series (ECM-MARS, BSTS, Bayesian GLM-AR(1))

Implements three complementary pipelines for causal analysis on macroeconomic time series: (1) Error-Correction Models with Multivariate Adaptive Regression Splines (ECM-MARS), (2) Bayesian Structural Time Series (BSTS), and (3) Bayesian GLM with AR(1) errors validated with Leave-Future-Out (LFO). Heavy backends (Stan) are optional and never used in examples or tests.

Version: 1.0.2
Depends: R (≥ 4.1)
Imports: brms, readxl, dplyr, tidyr, tibble, purrr, bsts, BoomSpikeSlab, tseries, urca, vars, progressr, future.apply, rlang, magrittr, parallel, stats, utils
Suggests: knitr, cmdstanr, rstan, future, RhpcBLASctl, rmarkdown, testthat (≥ 3.0.0)
Published: 2025-10-08
DOI: 10.32614/CRAN.package.EconCausal
Author: José Mauricio Gómez Julián [aut, cre]
Maintainer: José Mauricio Gómez Julián <isadore.nabi at pm.me>
BugReports: https://github.com/IsadoreNabi/EconCausal/issues
License: MIT + file LICENSE
URL: https://github.com/IsadoreNabi/EconCausal
NeedsCompilation: no
Additional_repositories: https://stan-dev.r-universe.dev
Language: en-US
Materials: README
CRAN checks: EconCausal results

Documentation:

Reference manual: EconCausal.html , EconCausal.pdf
Vignettes: **Detalles Metodológicos del Modelo GLM Bayesiano con Estructura AR(1)** (source, R code)
**Methodological Details of the Bayesian GLM Model with AR(1) Structure** (source, R code)
**Methodological Details of Bayesian State-Space Models with Variable Selection** (source, R code)
**Detalles Metodológicos de Modelos de Estado-Espacio Bayesianos con Selección de Variables** (source, R code)
**Methodological Details of the Error Correction Model with MARS** (source, R code)
**Detalles Metodológicos del Modelo de Corrección de Errores con MARS** (source, R code)

Downloads:

Package source: EconCausal_1.0.2.tar.gz
Windows binaries: r-devel: EconCausal_1.0.2.zip, r-release: EconCausal_1.0.2.zip, r-oldrel: EconCausal_1.0.2.zip
macOS binaries: r-release (arm64): EconCausal_1.0.2.tgz, r-oldrel (arm64): EconCausal_1.0.2.tgz, r-release (x86_64): EconCausal_1.0.2.tgz, r-oldrel (x86_64): EconCausal_1.0.2.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=EconCausal to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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