Files in bsvars

Bayesian Estimation of Structural Vector Autoregressive Models

NEWS.md README.md R/RcppExports.R R/compute_conditional_sd.R R/estimate.BSVARMSH.R R/summary.R R/specify_bsvar_msh.R R/specify_bsvar_t.R R/specify_bsvar.R R/estimate.BSVART.R R/bsvars-package.R R/compute_impulse_responses.R R/compute_historical_decompositions.R R/verify.R R/estimate.BSVARSV.R R/us_fiscal_cond_forecasts.R R/compute_regime_probabilities.R R/plot.R R/us_fiscal_ex_forecasts.R R/estimate.BSVAR.R R/normalise_posterior.R R/us_fiscal_lsuw.R R/estimate.BSVARMIX.R R/specify_bsvar_sv.R R/estimate.R R/forecast.R R/specify_bsvar_mix.R R/us_fiscal_ex.R R/compute_variance_decompositions.R R/compute_fitted_values.R R/compute_structural_shocks.R inst/doc/bsvars_vignette.pdf inst/tinytest/test_estimate_bsvar_mix.R inst/tinytest/test_compute_structural_shocks.R inst/tinytest/test_compute_historical_decompositions.R inst/tinytest/test_estimate_bsvar_t.R inst/tinytest/test_forecast.R inst/tinytest/test_verify_identification.R inst/tinytest/test_estimate_bsvar_sv.R inst/tinytest/test_verify_autoregression.R inst/tinytest/test_compute_conditional_sd.R inst/tinytest/test_compute_fitted_values.R inst/tinytest/test_exogenous.R inst/tinytest/test_verify_volatility.R inst/tinytest/test_compute_variance_decomposition.R inst/tinytest/test_estimate_bsvar_msh.R inst/tinytest/test_estimate_bsvar.R inst/tinytest/test_compute_regime_probabilities.R inst/tinytest/test_compute_impulse_responses.R tests/tinytest.R vignettes/pdf/bsvars.pdf man/summary.PosteriorHD.Rd man/specify_posterior_bsvar_t.Rd man/verify_volatility.PosteriorBSVARSV.Rd man/verify_autoregression.PosteriorBSVARMSH.Rd man/compute_fitted_values.PosteriorBSVARMIX.Rd man/compute_fitted_values.Rd man/specify_prior_bsvar_t.Rd man/specify_data_matrices.Rd man/plot.PosteriorRegimePr.Rd man/plot_ribbon.Rd man/compute_variance_decompositions.PosteriorBSVARMIX.Rd man/compute_impulse_responses.PosteriorBSVARMSH.Rd man/compute_structural_shocks.Rd man/summary.SDDRautoregression.Rd man/specify_starting_values_bsvar_t.Rd man/compute_historical_decompositions.PosteriorBSVART.Rd man/compute_impulse_responses.PosteriorBSVARSV.Rd man/specify_posterior_bsvar_msh.Rd man/compute_conditional_sd.PosteriorBSVARMIX.Rd man/compute_regime_probabilities.PosteriorBSVARMSH.Rd man/specify_identification_bsvars.Rd man/estimate.Rd man/specify_bsvar_sv.Rd man/specify_prior_bsvar_mix.Rd man/summary.PosteriorShocks.Rd man/us_fiscal_ex.Rd man/verify_identification.Rd man/compute_historical_decompositions.PosteriorBSVARMIX.Rd man/summary.SDDRidMSH.Rd man/plot.PosteriorSigma.Rd man/specify_bsvar_msh.Rd man/compute_conditional_sd.Rd man/compute_impulse_responses.Rd man/specify_posterior_bsvar_sv.Rd man/specify_prior_bsvar.Rd man/plot.PosteriorHD.Rd man/estimate.BSVARMSH.Rd man/us_fiscal_ex_forecasts.Rd man/verify_autoregression.PosteriorBSVARMIX.Rd man/compute_structural_shocks.PosteriorBSVARSV.Rd man/estimate.BSVARMIX.Rd man/compute_impulse_responses.PosteriorBSVART.Rd man/compute_historical_decompositions.PosteriorBSVARMSH.Rd man/verify_identification.PosteriorBSVARMSH.Rd man/compute_historical_decompositions.PosteriorBSVARSV.Rd man/estimate.PosteriorBSVAR.Rd man/plot.PosteriorShocks.Rd man/verify_volatility.Rd man/summary.SDDRidSV.Rd man/specify_posterior_bsvar.Rd man/specify_bsvar_mix.Rd man/summary.PosteriorBSVARMIX.Rd man/summary.PosteriorBSVAR.Rd man/forecast.PosteriorBSVARSV.Rd man/verify_identification.PosteriorBSVART.Rd man/compute_variance_decompositions.PosteriorBSVARMSH.Rd man/compute_conditional_sd.PosteriorBSVAR.Rd man/compute_fitted_values.PosteriorBSVAR.Rd man/compute_fitted_values.PosteriorBSVARMSH.Rd man/summary.PosteriorBSVARMSH.Rd man/estimate.PosteriorBSVARMIX.Rd man/estimate.PosteriorBSVARMSH.Rd man/summary.Forecasts.Rd man/compute_variance_decompositions.PosteriorBSVARSV.Rd man/forecast.PosteriorBSVARMIX.Rd man/compute_structural_shocks.PosteriorBSVARMIX.Rd man/compute_conditional_sd.PosteriorBSVART.Rd man/compute_impulse_responses.PosteriorBSVARMIX.Rd man/specify_prior_bsvar_sv.Rd man/specify_starting_values_bsvar.Rd man/verify_identification.PosteriorBSVAR.Rd man/compute_variance_decompositions.PosteriorBSVAR.Rd man/summary.PosteriorRegimePr.Rd man/compute_structural_shocks.PosteriorBSVARMSH.Rd man/summary.SDDRidT.Rd man/verify_autoregression.Rd man/specify_bsvar_t.Rd man/summary.SDDRidMIX.Rd man/summary.PosteriorFEVD.Rd man/compute_structural_shocks.PosteriorBSVART.Rd man/specify_starting_values_bsvar_mix.Rd man/plot.PosteriorFEVD.Rd man/summary.PosteriorBSVARSV.Rd man/verify_volatility.PosteriorBSVARMSH.Rd man/forecast.PosteriorBSVART.Rd man/compute_structural_shocks.PosteriorBSVAR.Rd man/compute_fitted_values.PosteriorBSVARSV.Rd man/compute_impulse_responses.PosteriorBSVAR.Rd man/compute_fitted_values.PosteriorBSVART.Rd man/forecast.Rd man/verify_volatility.PosteriorBSVARMIX.Rd man/summary.PosteriorIR.Rd man/compute_regime_probabilities.Rd man/summary.PosteriorSigma.Rd man/verify_volatility.PosteriorBSVAR.Rd man/us_fiscal_lsuw.Rd man/bsvars-package.Rd man/normalise_posterior.Rd man/specify_posterior_bsvar_mix.Rd man/plot.PosteriorIR.Rd man/estimate.BSVART.Rd man/compute_variance_decompositions.PosteriorBSVART.Rd man/estimate.BSVARSV.Rd man/estimate.BSVAR.Rd man/specify_prior_bsvar_msh.Rd man/plot.PosteriorFitted.Rd man/specify_starting_values_bsvar_msh.Rd man/summary.PosteriorBSVART.Rd man/specify_starting_values_bsvar_sv.Rd man/verify_autoregression.PosteriorBSVARSV.Rd man/forecast.PosteriorBSVARMSH.Rd man/compute_conditional_sd.PosteriorBSVARSV.Rd man/summary.PosteriorFitted.Rd man/us_fiscal_cond_forecasts.Rd man/specify_bsvar.Rd man/compute_historical_decompositions.Rd man/verify_autoregression.PosteriorBSVAR.Rd man/verify_autoregression.PosteriorBSVART.Rd man/verify_identification.PosteriorBSVARMIX.Rd man/verify_identification.PosteriorBSVARSV.Rd man/compute_historical_decompositions.PosteriorBSVAR.Rd man/summary.SDDRvolatility.Rd man/compute_regime_probabilities.PosteriorBSVARMIX.Rd man/compute_conditional_sd.PosteriorBSVARMSH.Rd man/estimate.PosteriorBSVART.Rd man/plot.Forecasts.Rd man/forecast.PosteriorBSVAR.Rd man/estimate.PosteriorBSVARSV.Rd man/compute_variance_decompositions.Rd