VARsignR: Sign Restrictions, Bayesian, Vector Autoregression Models

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

AuthorChristian Danne [aut, cre]
Date of publication2015-12-21 08:54:51
MaintainerChristian Danne <dannec@tcd.ie>
LicenseGPL (>= 3)
Version0.1.3

View on CRAN

Files

VARsignR
VARsignR/inst
VARsignR/inst/doc
VARsignR/inst/doc/VARsignR-vignette.html
VARsignR/inst/doc/VARsignR-vignette.Rmd
VARsignR/inst/doc/VARsignR-vignette.R
VARsignR/NAMESPACE
VARsignR/data
VARsignR/data/uhligdata.rda
VARsignR/R
VARsignR/R/stereo.R VARsignR/R/uhlig.penalty.R VARsignR/R/UhligAccept.R VARsignR/R/rwz.reject.R VARsignR/R/rfvar.R VARsignR/R/RWZAccept.R VARsignR/R/UhligPenalty.R VARsignR/R/sanity.check.fevdplot.R VARsignR/R/sanity.check.uhlig.penalty.R VARsignR/R/sanity.check.reject.R VARsignR/R/sanity.check.rfbvar.R VARsignR/R/sanity.check.target.R VARsignR/R/fevdplot.R VARsignR/R/uhlig.reject.R VARsignR/R/rfbvar.R VARsignR/R/VARsignR-internal.R VARsignR/R/irfplot.R VARsignR/R/sanity.check.irfplot.R VARsignR/R/fp.target.R VARsignR/R/fn.impulse.R VARsignR/R/FPgap.R
VARsignR/vignettes
VARsignR/vignettes/fptargetur.jpeg
VARsignR/vignettes/uhligrej5c.jpeg
VARsignR/vignettes/fptargetup.jpeg
VARsignR/vignettes/VARsignR-vignette.Rmd
VARsignR/vignettes/uhligpenalty.jpeg
VARsignR/vignettes/rwzreject.jpeg
VARsignR/vignettes/shock.jpeg
VARsignR/vignettes/fevd.jpeg
VARsignR/vignettes/uhligreject.jpeg
VARsignR/vignettes/rfvar.jpeg
VARsignR/MD5
VARsignR/build
VARsignR/build/vignette.rds
VARsignR/DESCRIPTION
VARsignR/man
VARsignR/man/VARsignR-package.Rd VARsignR/man/irfplot.Rd VARsignR/man/uhligdata.Rd VARsignR/man/rwz.reject.Rd VARsignR/man/rfbvar.Rd VARsignR/man/uhlig.penalty.Rd VARsignR/man/fevdplot.Rd VARsignR/man/uhlig.reject.Rd VARsignR/man/fp.target.Rd

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