GVARX: Perform Stationary Global Vector Autoregression Estimation and Inference

Perform the estimation and inference of stationary Global Vector Autoregression model (GVAR) of Pesaran, Schuermann and Weiner (2004) <DOI:10.1198/073500104000000019> and Dees, di Mauro, Pesaran and Smith (2007) <DOI:10.1002/jae.932>.

Getting started

Package details

AuthorHo Tsung-wu
MaintainerHo Tsung-wu <[email protected]>
LicenseGPL (>= 2)
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("GVARX")

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GVARX documentation built on May 2, 2019, 9:18 a.m.