Other packages > Find by keyword >

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 26 Jun. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited SVARtca R package
View SVARtca citation profile
Other R packages that SVARtca depends, imports, suggests or enhances
Complete documentation for SVARtca
Functions, R codes and Examples using the SVARtca R package
Full SVARtca package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
tactile  
New and Extended Plots, Methods, and Panel Functions for 'lattice'
Extensions to 'lattice', providing new high-level functions, methods for existing functions, panel f ...
Download / Learn more Package Citations See dependency  
PoisBinOrdNor  
Data Generation with Poisson, Binary, Ordinal and Normal Components
Generation of multiple count, binary, ordinal and normal variables simultaneously given the marginal ...
Download / Learn more Package Citations See dependency  
colormap  
Color Palettes using Colormaps Node Module
Allows to generate colors from palettes defined in the colormap module of 'Node.js'. (see ...
Download / Learn more Package Citations See dependency  
ggblanket  
Simplify 'ggplot2' Visualisation
Simplify 'ggplot2' visualisation with 'ggblanket' wrapper functions. ...
Download / Learn more Package Citations See dependency  
infotheo  
Information-Theoretic Measures
Implements various measures of information theory based on several entropy estimators. ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA