roootra/ZerosignR: SVAR identification by zero-sign restrictions

This package implements (Arias et al. 2018) identification scheme by imposing zero and sign restrictions to IRFs.

Getting started

Package details

AuthorArtur Zmanovskii [aut, cre]
MaintainerArtur Zmanovskii <anzmanovskii@gmail.com>
LicenseGPL-3
Version0.01
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("roootra/ZerosignR")
roootra/ZerosignR documentation built on May 23, 2022, 2:06 p.m.