covid_volatility_correction |
Lenza-Primiceri Covid Shock Correction |
FEVD |
Estimate forecast error variance decomposition |
HD |
Estimate historical decomposition |
IRF |
Estimate impulse response functions |
LP |
Estimate local projections |
lp_irf |
Estimate impulse response functions |
plot_error |
Chart residuals |
plot_fevd |
Chart FEVDs |
plot_forecast |
Chart forecasts |
plot_hd |
Chart HDs |
plot_individual_error |
Chart individual residuals |
plot_individual_fevd |
Plot an individual FEVD |
plot_individual_forecast |
Chart individual forecast |
plot_individual_hd |
Plot an individual HD |
plot_individual_irf |
Plot an individual IRF |
plot_irf |
Chart IRFs |
regimes |
Identify regimes via unsupervised ML algorithms |
RLP |
Estimate regime-dependent local projections |
rlp_irf |
Estimate regime-dependent impulse response functions |
RVAR |
Estimate regime-dependent VAR, SVAR, or Proxy-SVAR |
rvar_fevd |
Estimate regime-dependent forecast error variance decomposition |
rvar_hd |
Estimate regime-dependent historical decomposition |
rvar_irf |
Estimate regime-dependent impulse response functions |
VAR |
Estimate VAR, SVAR, or Proxy-SVAR |
var_fevd |
Estimate forecast error variance decomposition |
var_hd |
Estimate historical decomposition |
var_irf |
Estimate impulse response functions |