orderShocksInIRFprop: orderShocksInIRFprop
In sboriss/trySignRestrictions: trySignRestrictions
Description
Usage
Arguments
Value
Description
The function is meant to be used in a bivariate SVAR with two-demand and supply-shocks.
The function orders shocks based on the impact matrix in such a way that the supply shock
(+/-) followed by the demand shock (+/+).
Usage
1
orderShocksInIRFprop(mIRF)
Arguments
mIRF
(h+1) x 2 matrix of IRF proposal from the QR rotation of the B matrix with BB' = Sigma
(reduced-form residual covariance matrix).
Value
matrix of the same dimension in case shocks could be ordered or NULL in case
shocks could not be identified
sboriss/trySignRestrictions documentation built on May 14, 2019, 1:57 a.m.
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Description Usage Arguments Value
Description
The function is meant to be used in a bivariate SVAR with two-demand and supply-shocks. The function orders shocks based on the impact matrix in such a way that the supply shock (+/-) followed by the demand shock (+/+).
Usage
1 | orderShocksInIRFprop(mIRF)
|
Arguments
mIRF |
(h+1) x 2 matrix of IRF proposal from the QR rotation of the B matrix with BB' = Sigma (reduced-form residual covariance matrix). |
Value
matrix of the same dimension in case shocks could be ordered or NULL in case shocks could not be identified
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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