README.md

In angusmoore/varHFinstrument: Implements the external instrument identification method from Gertler Karadi (and others) for the R vars package

varexternalinstrument

varexternalinstrument is an R library that implements the external instruments identification method from Gertler Karadi (2015), Stock and Watson (2012) and Mertens and Ravn (2013) for the R vars package.

Installation

Install the latest released version of the package using the R remotes package:

remotes::install_github("angusmoore/varexternalinstrument", ref = "v0.1.1")

Alternatively, you can install the latest development version using

remotes::install_github("angusmoore/varexternalinstrument")

Package documentation and usage

Documentation for this package can be found here.

angusmoore/varHFinstrument documentation built on Aug. 25, 2022, 11:35 a.m.