VARsignR: Sign Restrictions, Bayesian, Vector Autoregression Models

Provides routines for identifying structural shocks in vector autoregressions (VARs) using sign restrictions.

Package details

AuthorChristian Danne [aut, cre]
MaintainerChristian Danne <dannec@tcd.ie>
LicenseGPL (>= 3)
Version0.1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("VARsignR")

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VARsignR documentation built on May 2, 2019, 5:20 a.m.