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", "2.0") 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: 2025-01-30
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 2.0, https://cran.r-project.org/web/packages/bsvarSIGNs. Accessed 05 Jun. 2026.
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
Today's Hot Picks in Authors and Packages
quickcode
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
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
ibb
Call wrappers for Istanbul Metropolitan
Municipality's Open Data Portal (Turkish: Istanbul B ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Berk Orbay (view profile)
crossurr
Doubly robust methods for evaluating surrogate markers as outlined in: Agniel D, Hejblum BP, Thiebau ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Denis Agniel (view profile)
msm
Functions for fitting continuous-time Markov and hidden
Markov multi-state models to longitudinal d ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Christopher Jackson (view profile)
envirem
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Pascal Title (view profile)
27,268
R Packages
233,548
Dependencies
72,590
Author Associations
27,205
Publication Badges
