Bayesian SVARs with Sign, Zero, and Narrative Restrictions

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Documentation for package ‘bsvarSIGNs’ version 2.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

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bsvarSIGNs-package	Bayesian Estimation of Structural Vector Autoregressions Identified by Sign, Zero, and Narrative Restrictions
bsvarSIGNs	Bayesian Estimation of Structural Vector Autoregressions Identified by Sign, Zero, and Narrative Restrictions
compute_conditional_sd.PosteriorBSVARSIGN	Computes posterior draws of structural shock conditional standard deviations
compute_fitted_values.PosteriorBSVARSIGN	Computes posterior draws from data predictive density
compute_historical_decompositions.PosteriorBSVARSIGN	Computes posterior draws of historical decompositions
compute_impulse_responses.PosteriorBSVARSIGN	Computes posterior draws of impulse responses
compute_structural_shocks.PosteriorBSVARSIGN	Computes posterior draws of structural shocks
compute_variance_decompositions.PosteriorBSVARSIGN	Computes posterior draws of the forecast error variance decomposition
estimate.BSVARSIGN	Bayesian estimation of a Structural Vector Autoregression with traditional and narrative sign restrictions via Gibbs sampler
forecast.PosteriorBSVARSIGN	Forecasting using Structural Vector Autoregression
monetary	A 6-variable US monetary policy data, from 1965 Jan to 2007 Aug
optimism	A 5-variable US business cycle data, from 1955 Q1 to 2004 Q4
specify_bsvarSIGN	R6 Class representing the specification of the BSVARSIGN model
specify_identification_bsvarSIGN	R6 Class Representing IdentificationBSVARSIGN
specify_narrative	vector specifying one narrative restriction
specify_posterior_bsvarSIGN	R6 Class Representing PosteriorBSVARSIGN
specify_prior_bsvarSIGN	R6 Class Representing PriorBSVAR