VARsignR-package: Estimating VARs using sign restrictions
In VARsignR: Sign Restrictions, Bayesian, Vector Autoregression Models

Description Details How to cite this package License Author(s)

VARsignR is a collection of R routines for estimating and identifying structural shocks using sign restrictions in Bayesian Vector Autoregression (BVAR) models.

Package:	VARsignR
Type:	Package
Version:	0.1.2
Date:	2015-12-19
License:	GPL (>= 3)
LazyLoad:	Yes
Depends:	HI, mvnfast, minqa

@Manual{Danne2015,
 author       = {Christian Danne},
 title        = {{VARsignR}: Estimating VARs using sign restrictions.},
 year         = {2015},
 note         = {R package version 0.1.2.}}

VARsignR is licensed under the GNU General Public License (GPL) version >=3. You can redistribute and/or modify it under the terms of the GNU GPL as published by the Free Software Foundation. The package comes without any warranty, without even the implied warranty of merchantability, or fitness for a particular purpose. See the GNU GPL for more details.

Christian Danne

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