Man pages for sovereign
State-Dependent Empirical Analysis
| covid_volatility_correction | Lenza-Primiceri Covid Shock Correction |
| FEVD | Estimate forecast error variance decomposition |
| HD | Estimate historical decomposition |
| IRF | Estimate impulse response functions |
| LP | Estimate local projections |
| lp_irf | Estimate impulse response functions |
| pipe | Pipe operator |
| plot_error | Chart residuals |
| plot_fevd | Chart FEVDs |
| plot_forecast | Chart forecasts |
| plot_hd | Chart HDs |
| plot_individual_error | Chart individual residuals |
| plot_individual_fevd | Plot an individual FEVD |
| plot_individual_forecast | Chart individual forecast |
| plot_individual_hd | Plot an individual HD |
| plot_individual_irf | Plot an individual IRF |
| plot_irf | Chart IRFs |
| regimes | Identify regimes via unsupervised ML algorithms |
| RLP | Estimate regime-dependent local projections |
| rlp_irf | Estimate regime-dependent impulse response functions |
| RVAR | Estimate regime-dependent VAR, SVAR, or Proxy-SVAR |
| rvar_fevd | Estimate regime-dependent forecast error variance... |
| rvar_hd | Estimate regime-dependent historical decomposition |
| rvar_irf | Estimate regime-dependent impulse response functions |
| VAR | Estimate VAR, SVAR, or Proxy-SVAR |
| var_fevd | Estimate forecast error variance decomposition |
| var_hd | Estimate historical decomposition |
| var_irf | Estimate impulse response functions |
