Man pages for GVARX
Perform Global Vector Autoregression Estimation and Inference
| averageCORgvar | Comparing average residual correlations. |
| averageCORgvecm | Comparing average residual correlations of GVECM and VECM. |
| getCOEF | Return country-specific standard LS coefficient estimates. |
| getCOEFexo | All-country LS coefficient estimates. |
| getNWCOEF | Extract country-specific LS coefficient estimates with... |
| getNWCOEFexo | Extract all-country coefficient estimates with Newy-West... |
| getWhiteCOEF | Extract country-specific LS coefficient estimates with White... |
| getWhiteCOEFexo | Extract all-country coefficient estimates with White robust... |
| GVARest | Estimate country-specific VAR in a GVAR setting |
| GVAR_Ft | Function to generate foreign variables |
| GVAR_GF | Compute the structural coefficients matrices G0, G1, G2, and... |
| GVECMest | Estimate country-specific Engle-Granger VECM in a Global VECM... |
| GVECM_GF | Compute the structural coefficients matrices G0, G1, G2, and... |
| GVECM.jo | Estimate country-specific Johansen test results in a Global... |
| PriceVol | Dataset price-volumn of 17 mareket indices |
| tradeweight1 | A single year cross-section bilateral trade weight matrix,... |
| tradeweightx | A nine-year bilateral trade weight matrix, 2006-2014 |
