Rdocumentation
powered by
Learn R Programming
VARsignR (version 0.1.3)
Sign Restrictions, Bayesian, Vector Autoregression Models
Description
Provides routines for identifying structural shocks in vector autoregressions (VARs) using sign restrictions.
Copy Link
Link to current version
Version
Version
0.1.3
Install
install.packages('VARsignR')
Monthly Downloads
12
Version
0.1.3
License
GPL (>= 3)
Maintainer
Christian Danne
Last Published
December 21st, 2015
Functions in VARsignR (0.1.3)
Search all functions
VARsignR
Estimating VARs using sign restrictions
rwz.reject
Rubio-Ramirez et al's (2010) rejection method
rfbvar
Recursive BVAR with a flat Normal inverted-Wishart prior
uhlig.penalty
Uhlig's (2005) penalty function method
irfplot
Plotting impulse responses with error bands from VAR posterior draws
fp.target
Fry and Pagan's (2011) median target method
uhligdata
Monthly US Macroeconomic Time Series
fevdplot
Plotting variance decompositions with error bands from VAR posterior draws
uhlig.reject
Uhlig's (2005) rejection method