Bayesian SVARs with Sign, Zero, and Narrative Restrictions
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘bsvarSIGNs’ version 1.0
Help Pages
| bsvarSIGNs-package | Bayesian Estimation of Structural Vector Autoregressions Identified by Sign, Zero, and Narrative Restrictions |
| bsvarSIGNs | Bayesian Estimation of Structural Vector Autoregressions Identified by Sign, Zero, and Narrative Restrictions |
| compute_conditional_sd.PosteriorBSVARSIGN | Computes posterior draws of structural shock conditional standard deviations |
| compute_fitted_values.PosteriorBSVARSIGN | Computes posterior draws from data predictive density |
| compute_historical_decompositions.PosteriorBSVARSIGN | Computes posterior draws of historical decompositions |
| compute_impulse_responses.PosteriorBSVARSIGN | Computes posterior draws of impulse responses |
| compute_structural_shocks.PosteriorBSVARSIGN | Computes posterior draws of structural shocks |
| compute_variance_decompositions.PosteriorBSVARSIGN | Computes posterior draws of the forecast error variance decomposition |
| estimate.BSVARSIGN | Bayesian estimation of a Structural Vector Autoregression with traditional and narrative sign restrictions via Gibbs sampler |
| forecast.PosteriorBSVARSIGN | Forecasting using Structural Vector Autoregression |
| monetary | A 6-variable US monetary policy data, from 1965 Jan to 2007 Aug |
| optimism | A 5-variable US business cycle data, from 1955 Q1 to 2004 Q4 |
| specify_bsvarSIGN | R6 Class representing the specification of the BSVARSIGN model |
| specify_identification_bsvarSIGN | R6 Class Representing IdentificationBSVARSIGN |
| specify_narrative | vector specifying one narrative restriction |
| specify_posterior_bsvarSIGN | R6 Class Representing PosteriorBSVARSIGN |
| specify_prior_bsvarSIGN | R6 Class Representing PriorBSVAR |