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sovereign  

State-Dependent Empirical Analysis
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sovereign", "1.2.1")



Attach the package and use:
library("sovereign")
Maintained by
Tyler J. Pike
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-04-02
Latest Update: 2022-01-04
Description:
A set of tools for state-dependent empirical analysis through both VAR- and local projection-based state-dependent forecasts, impulse response functions, historical decompositions, and forecast error variance decompositions.
How to cite:
Tyler J. Pike (2021). sovereign: State-Dependent Empirical Analysis. R package version 1.2.1, https://cran.r-project.org/web/packages/sovereign. Accessed 25 Jun. 2026.
Previous versions and publish date:
1.0.0 (2021-04-02 11:20), 1.1.0 (2021-06-01 09:40), 1.2.0 (2021-07-23 06:30), 1.2.1 (2022-01-04 18:20)
Other packages that cited sovereign R package
View sovereign citation profile
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Complete documentation for sovereign
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