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 |