Man pages for svars
Data-Driven Identification of SVAR Models
| ba.boot | Bootstrap after Bootstrap |
| cf | Counterfactuals for SVAR Models |
| chow.test | Chow Test for Structural Break |
| fevd | Forecast error variance decomposition for SVAR Models |
| hd | Historical decomposition for SVAR Models |
| id.chol | Recursive identification of SVAR models via Cholesky... |
| id.cv | Identification of SVAR models based on Changes in volatility... |
| id.cvm | Independence-based identification of SVAR models via... |
| id.dc | Independence-based identification of SVAR models build on... |
| id.garch | Identification of SVAR models through patterns of GARCH |
| id.ngml | Non-Gaussian maximum likelihood (NGML) identification of SVAR... |
| id.st | Identification of SVAR models by means of a smooth transition... |
| irf | Impulse Response Functions for SVAR Models |
| js.test | Chi-square test for joint hypotheses |
| LN | Interaction between monetary policy and the stock market |
| mb.boot | Moving block bootstrap for IRFs of identified SVARs |
| stability | Structural stability of a VAR(p) |
| svars | svars: Data-driven identification of structural VAR models |
| USA | US macroeconomic time series |
| wild.boot | Wild bootstrap for IRFs of identified SVARs |
