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Package Usage: cran: svars

Data-Driven Identification of SVAR Models
19 versions
Latest release: about 1 year ago
790 downloads last month

View more package details: https://packages.ecosyste.ms/registries/cran.r-project.org/packages/svars

Dependent Repos 1

VFCI/fevdid
R Package to identify structural VAR shocks using maximization of explained forecast error variances. Implemented to target either the time domain or frequency domain.
  • * DESCRIPTION

Size: 5.14 MB - Last synced: 1 day ago - Pushed: 2 days ago