angusmoore/varexternalinstrument: Implements the external instrument identification method from Gertler Karadi (and others) for the R vars package
Version 0.0.1

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

Getting started

Package details

AuthorAngus Moore
MaintainerAngus Moore <[email protected]>
LicenseMIT + file LICENSE
Version0.0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("angusmoore/varexternalinstrument")
angusmoore/varexternalinstrument documentation built on Oct. 18, 2017, 7:10 p.m.