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

Simple implementation of the external instrument identification method for VARs from Gertler Karadi (2015) (and others).

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("angusmoore/varexternalinstrument")
angusmoore/varexternalinstrument documentation built on Sept. 5, 2022, 6:38 p.m.