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 Oct. 17, 2017, 4:42 p.m.