sovereign: State-Dependent Empirical Analysis

A set of tools for state-dependent empirical analysis through both VAR- and local projection-based state-dependent forecasts, impulse response functions, historical decompositions, and forecast error variance decompositions.

Package details

AuthorTyler J. Pike [aut, cre]
MaintainerTyler J. Pike <tjpike7@gmail.com>
LicenseGPL-3
Version1.2.0
URL https://github.com/tylerJPike/sovereign https://tylerjpike.github.io/sovereign/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sovereign")

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sovereign documentation built on July 23, 2021, 9:06 a.m.