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: 1.0.4
Depends: R (≥ 4.1)
Imports: brms, readxl, dplyr, tidyr, tibble, purrr, tseries, urca, vars, earth, lmtest, sandwich, progressr, future, future.apply, rlang, magrittr, parallel, stats, utils
Suggests: bsts, BoomSpikeSlab, knitr, cmdstanr, rstan, RhpcBLASctl, rmarkdown, testthat (≥ 3.2.0)
Published: 2026-09-17
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: GPL (≥ 3)
URL: https://github.com/IsadoreNabi/EconCausal
NeedsCompilation: no
Additional_repositories: https://stan-dev.r-universe.dev
Language: en-US
Materials: README, NEWS
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_1.0.4.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_1.0.4.tgz, r-release (x86_64): EconCausal_1.0.4.tgz, r-oldrel (x86_64): EconCausal_1.0.4.tgz
Old sources: EconCausal archive

Linking:

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