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SVARtca  

Transmission Channel Analysis in Structural VAR Models
View on CRAN: Click here


Download and install SVARtca package within the R console
Install from CRAN:
install.packages("SVARtca")

Install from Github:
library("remotes")
install_github("cran/SVARtca")

Install by package version:
library("remotes")
install_version("SVARtca", "1.0.2")



Attach the package and use:
library("SVARtca")
Maintained by
Muhammad Alkhalaf
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-08
Latest Update: 2026-04-08
Description:
Implements Transmission Channel Analysis (TCA) for structural vector autoregressive (SVAR) models following the methodology of Wegner, Lieb, and Smeekes (2025) <doi:10.48550/arXiv.2405.18987>. TCA decomposes impulse response functions (IRFs) into contributions from distinct transmission channels using a systems form representation and directed acyclic graph (DAG) path analysis. Supports overlapping channels, exhaustive 3-way and 4-way decompositions via inclusion-exclusion principle. This is a parallel R implementation of the 'tca-matlab-toolbox' (<https://github.com/enweg/tca-matlab-toolbox>).
How to cite:
Muhammad Alkhalaf (2026). SVARtca: Transmission Channel Analysis in Structural VAR Models. R package version 1.0.2, https://cran.r-project.org/web/packages/SVARtca. Accessed 11 Sep. 2026.
Previous versions and publish date:
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Complete documentation for SVARtca
Functions, R codes and Examples using the SVARtca R package
Full SVARtca package functions and examples
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