R/BHSBVAR-package.R

#' @details See vignette.
#' @references Baumeister, C., & Hamilton, J.D. (2015). Sign restrictions, structural vector autoregressions, and useful prior information. \emph{Econometrica}, 83(5), 1963-1999.
#' @references Baumeister, C., & Hamilton, J.D. (2017). Structural interpretation of vector autoregressions with incomplete identification: Revisiting the role of oil supply and demand shocks (No. w24167). National Bureau of Economic Research.
#' @references Baumeister, C., & Hamilton, J.D. (2018). Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations. \emph{Journal of Monetary Economics}, 100, 48-65.
#' @seealso Dr. Christiane Baumeister's website \href{https://sites.google.com/site/cjsbaumeister/}{https://sites.google.com/site/cjsbaumeister/}.
#' @seealso Dr. James D. Hamilton's website \href{https://econweb.ucsd.edu/~jhamilton/}{https://econweb.ucsd.edu/~jhamilton/}.
 "_PACKAGE"

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BHSBVAR documentation built on Nov. 10, 2022, 5:48 p.m.