README.md
In sboriss/trySignRestrictions: trySignRestrictions
trySignRestrictions
This vignette intends to go through the application of traditional sign restrictions methodology to
the labour market data. This data set was used to illustrate the shortcomings of this approach to shock
identification in the Structural Vector AutoRegressions (SVAR) in Baumeister and Hamilton (2015).
The data comprises wage and employment growth in the US for the period from 1970Q1 until 2014Q2.
sboriss/trySignRestrictions documentation built on May 14, 2019, 1:57 a.m.
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trySignRestrictions
This vignette intends to go through the application of traditional sign restrictions methodology to the labour market data. This data set was used to illustrate the shortcomings of this approach to shock identification in the Structural Vector AutoRegressions (SVAR) in Baumeister and Hamilton (2015). The data comprises wage and employment growth in the US for the period from 1970Q1 until 2014Q2.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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