Man pages for bsvarSIGNs
Bayesian SVARs with Sign, Zero, and Narrative Restrictions
| bsvarSIGNs-package | Bayesian Estimation of Structural Vector Autoregressions... |
| compute_conditional_sd.PosteriorBSVARSIGN | Computes posterior draws of structural shock conditional... |
| compute_fitted_values.PosteriorBSVARSIGN | Computes posterior draws from data predictive density |
| compute_historical_decompositions.PosteriorBSVARSIGN | Computes posterior draws of historical decompositions |
| compute_impulse_responses.PosteriorBSVARSIGN | Computes posterior draws of impulse responses |
| compute_structural_shocks.PosteriorBSVARSIGN | Computes posterior draws of structural shocks |
| compute_variance_decompositions.PosteriorBSVARSIGN | Computes posterior draws of the forecast error variance... |
| estimate.BSVARSIGN | Bayesian estimation of a Structural Vector Autoregression... |
| forecast.PosteriorBSVARSIGN | Forecasting using Structural Vector Autoregression |
| monetary | A 6-variable US monetary policy data, from 1965 Jan to 2007... |
| optimism | A 5-variable US business cycle data, from 1955 Q1 to 2004 Q4 |
| specify_bsvarSIGN | R6 Class representing the specification of the BSVARSIGN... |
| specify_identification_bsvarSIGN | R6 Class Representing IdentificationBSVARSIGN |
| specify_narrative | vector specifying one narrative restriction |
| specify_posterior_bsvarSIGN | R6 Class Representing PosteriorBSVARSIGN |
| specify_prior_bsvarSIGN | R6 Class Representing PriorBSVAR |
