R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
bsvarSIGNs
View on CRAN: Click
here
Download and install bsvarSIGNs package within the R console
Install from CRAN:
install.packages("bsvarSIGNs")
Install from Github:
library("remotes")
install_github("cran/bsvarSIGNs")
Install by package version:
library("remotes")
install_version("bsvarSIGNs", "1.0.1")
Attach the package and use:
library("bsvarSIGNs")
Maintained by
Xiaolei Wang
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-07-23
Latest Update: 2024-07-23
Description:
Implements state-of-the-art algorithms for the Bayesian analysis of Structural Vector Autoregressions (SVARs) identified by sign, zero, and narrative restrictions. The core model is based on a flexible Vector Autoregression with estimated hyper-parameters of the Minnesota prior and the dummy observation priors as in Giannone, Lenza, Primiceri (2015) <doi:10.1162/REST_a_00483>. The sign restrictions are implemented employing the methods proposed by Rubio-Ramírez, Waggoner & Zha (2010) <doi:10.1111/j.1467-937X.2009.00578.x>, while identification through sign and zero restrictions follows the approach developed by Arias, Rubio-Ramírez, & Waggoner (2018) <doi:10.3982/ECTA14468>. Furthermore, our tool provides algorithms for identification via sign and narrative restrictions, in line with the methods introduced by Antolín-Díaz and Rubio-Ramírez (2018) <doi:10.1257/aer.20161852>. Users can also estimate a model with sign, zero, and narrative restrictions imposed at once. The package facilitates predictive and structural analyses using impulse responses, forecast error variance and historical decompositions, forecasting and conditional forecasting, as well as analyses of structural shocks and fitted values. All this is complemented by colourful plots, user-friendly summary functions, and comprehensive documentation. The 'bsvarSIGNs' package is aligned regarding objects, workflows, and code structure with the R package 'bsvars' by Woźniak (2024) <doi:10.32614/CRAN.package.bsvars>, and they constitute an integrated toolset.
How to cite:
Xiaolei Wang (2024). bsvarSIGNs: Bayesian SVARs with Sign, Zero, and Narrative Restrictions. R package version 1.0.1, https://cran.r-project.org/web/packages/bsvarSIGNs. Accessed 21 Nov. 2024.
Previous versions and publish date:
1.0 (2024-07-23 02:20)
Other packages that cited bsvarSIGNs R package
View bsvarSIGNs citation profile
Other R packages that bsvarSIGNs depends,
imports, suggests or enhances
Complete documentation for bsvarSIGNs
Functions, R codes and Examples using
the bsvarSIGNs R package
Full bsvarSIGNs package
functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by
helping add
Reviews / comments / questions /suggestions ↴↴↴
Today's Hot Picks in Authors and Packages
pkgdepends
Find recursive dependencies of 'R' packages from various
sources. Solve the dependencies to obtain ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Gábor Csárdi (view profile)
deductive
Attempt to repair inconsistencies and missing values in
data records by using information from vali ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Mark van der Loo (view profile)
SCBiclust
Identifies a bicluster, a submatrix of the data such that the features and observations within the s ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Erika S. Helgeson (view profile)
crossrun
Joint distribution of number of crossings and the
longest run in a series of independent Bernoulli ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Tore Wentzel-Larsen (view profile)
kgschart
Restore underlining numeric data from rating history graph of
KGS (an online platform of the game o ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Kota Mori (view profile)
r2resize
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)