GVAR: Vector Error Correction Model (VECM), VECM with exogenous I(1) variables, Global VAR (GVAR)

Estimate, test and simulate VECM and GVAR models, forcast and impulse response analysis.

AuthorRainer Puhr <rainer.puhr@aon.at>, Klaus Rheinberger <Klaus.Rheinberger@fhv.at>, Martin Summer <Martin.Summer@oenb.at>, Martin.Feldkircher <Martin.Feldkircher@oenb.at> with contributions from Stefan Zeugner <Stefan.Zeugner@ulb.ac.be>.
Date of publication2015-05-18 03:32:40
MaintainerRainer Puhr <rainer.puhr@aon.at>
LicenseGPL (>= 2)
Version0.6
http://www.r-project.org

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