Sign Restrictions, Bayesian, Vector Autoregression Models

Provides routines for identifying structural shocks in vector autoregressions (VARs) using sign restrictions.


Reference manual

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0.1.3 by Christian Danne, 5 years ago

Browse source code at

Authors: Christian Danne [aut, cre]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 3) license

Imports HI, minqa, mvnfast, utils, stats, methods, grDevices, graphics

Suggests knitr

System requirements: gcc (>= 4.0)

See at CRAN