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

externalinstrumentIdentify the impulse response for a VAR (using the VAR...
GKdataReplication data from Gertler and Karadi (2015).
angusmoore/varHFinstrument documentation built on Aug. 25, 2022, 11:35 a.m.