| Bayesian Estimation of Structural Vector Autoregressive Models | bsvars-package bsvars |
| Computes posterior draws of structural shock conditional standard deviations | compute_conditional_sd |
| Computes posterior draws of structural shock conditional standard deviations | compute_conditional_sd.PosteriorBSVAR |
| Computes posterior draws of structural shock conditional standard deviations | compute_conditional_sd.PosteriorBSVARMIX |
| Computes posterior draws of structural shock conditional standard deviations | compute_conditional_sd.PosteriorBSVARMSH |
| Computes posterior draws of structural shock conditional standard deviations | compute_conditional_sd.PosteriorBSVARSV |
| Computes posterior draws from data predictive density | compute_fitted_values |
| Computes posterior draws from data predictive density | compute_fitted_values.PosteriorBSVAR |
| Computes posterior draws from data predictive density | compute_fitted_values.PosteriorBSVARMIX |
| Computes posterior draws from data predictive density | compute_fitted_values.PosteriorBSVARMSH |
| Computes posterior draws from data predictive density | compute_fitted_values.PosteriorBSVARSV |
| Computes posterior draws of historical decompositions | compute_historical_decompositions |
| Computes posterior draws of historical decompositions | compute_historical_decompositions.PosteriorBSVAR |
| Computes posterior draws of historical decompositions | compute_historical_decompositions.PosteriorBSVARMIX |
| Computes posterior draws of historical decompositions | compute_historical_decompositions.PosteriorBSVARMSH |
| Computes posterior draws of historical decompositions | compute_historical_decompositions.PosteriorBSVARSV |
| Computes posterior draws of impulse responses | compute_impulse_responses |
| Computes posterior draws of impulse responses | compute_impulse_responses.PosteriorBSVAR |
| Computes posterior draws of impulse responses | compute_impulse_responses.PosteriorBSVARMIX |
| Computes posterior draws of impulse responses | compute_impulse_responses.PosteriorBSVARMSH |
| Computes posterior draws of impulse responses | compute_impulse_responses.PosteriorBSVARSV |
| Computes posterior draws of regime probabilities | compute_regime_probabilities |
| Computes posterior draws of regime probabilities | compute_regime_probabilities.PosteriorBSVARMIX |
| Computes posterior draws of regime probabilities | compute_regime_probabilities.PosteriorBSVARMSH |
| Computes posterior draws of structural shocks | compute_structural_shocks |
| Computes posterior draws of structural shocks | compute_structural_shocks.PosteriorBSVAR |
| Computes posterior draws of structural shocks | compute_structural_shocks.PosteriorBSVARMIX |
| Computes posterior draws of structural shocks | compute_structural_shocks.PosteriorBSVARMSH |
| Computes posterior draws of structural shocks | compute_structural_shocks.PosteriorBSVARSV |
| Computes posterior draws of the forecast error variance decomposition | compute_variance_decompositions |
| Computes posterior draws of the forecast error variance decomposition | compute_variance_decompositions.PosteriorBSVAR |
| Computes posterior draws of the forecast error variance decomposition | compute_variance_decompositions.PosteriorBSVARMIX |
| Computes posterior draws of the forecast error variance decomposition | compute_variance_decompositions.PosteriorBSVARMSH |
| Computes posterior draws of the forecast error variance decomposition | compute_variance_decompositions.PosteriorBSVARSV |
| Bayesian estimation of Structural Vector Autoregressions via Gibbs sampler | estimate |
| Bayesian estimation of a homoskedastic Structural Vector Autoregression via Gibbs sampler | estimate.BSVAR |
| Bayesian estimation of a Structural Vector Autoregression with shocks following a finite mixture of normal components via Gibbs sampler | estimate.BSVARMIX |
| Bayesian estimation of a Structural Vector Autoregression with Markov-switching heteroskedasticity via Gibbs sampler | estimate.BSVARMSH |
| Bayesian estimation of a Structural Vector Autoregression with Stochastic Volatility heteroskedasticity via Gibbs sampler | estimate.BSVARSV |
| Bayesian estimation of a homoskedastic Structural Vector Autoregression via Gibbs sampler | estimate.PosteriorBSVAR |
| Bayesian estimation of a Structural Vector Autoregression with shocks following a finite mixture of normal components via Gibbs sampler | estimate.PosteriorBSVARMIX |
| Bayesian estimation of a Structural Vector Autoregression with Markov-switching heteroskedasticity via Gibbs sampler | estimate.PosteriorBSVARMSH |
| Bayesian estimation of a Structural Vector Autoregression with Stochastic Volatility heteroskedasticity via Gibbs sampler | estimate.PosteriorBSVARSV |
| Forecasting using Structural Vector Autoregression | forecast |
| Forecasting using Structural Vector Autoregression | forecast.PosteriorBSVAR |
| Forecasting using Structural Vector Autoregression | forecast.PosteriorBSVARMIX |
| Forecasting using Structural Vector Autoregression | forecast.PosteriorBSVARMSH |
| Forecasting using Structural Vector Autoregression | forecast.PosteriorBSVARSV |
| Waggoner & Zha (2003) row signs normalisation of the posterior draws for matrix B | normalise_posterior |
| Plots the median and an interval between two specified percentiles for a sequence of 'K' random variables | plot_ribbon |
| Plots fitted values of dependent variables | plot.Forecasts |
| Plots forecast error variance decompositions | plot.PosteriorFEVD |
| Plots fitted values of dependent variables | plot.PosteriorFitted |
| Plots historical decompositions | plot.PosteriorHD |
| Plots impulse responses | plot.PosteriorIR |
| Plots estimated regime probabilities | plot.PosteriorRegimePr |
| Plots structural shocks | plot.PosteriorShocks |
| Plots structural shocks' conditional standard deviations | plot.PosteriorSigma |
| R6 Class representing the specification of the homoskedastic BSVAR model | specify_bsvar |
| R6 Class representing the specification of the BSVAR model with a zero-mean mixture of normals model for structural shocks. | specify_bsvar_mix |
| R6 Class representing the specification of the BSVAR model with Markov Switching Heteroskedasticity. | specify_bsvar_msh |
| R6 Class representing the specification of the BSVAR model with Stochastic Volatility heteroskedasticity. | specify_bsvar_sv |
| R6 Class Representing DataMatricesBSVAR | specify_data_matrices |
| R6 Class Representing IdentificationBSVARs | specify_identification_bsvars |
| R6 Class Representing PosteriorBSVAR | specify_posterior_bsvar |
| R6 Class Representing PosteriorBSVARMIX | specify_posterior_bsvar_mix |
| R6 Class Representing PosteriorBSVARMSH | specify_posterior_bsvar_msh |
| R6 Class Representing PosteriorBSVARSV | specify_posterior_bsvar_sv |
| R6 Class Representing PriorBSVAR | specify_prior_bsvar |
| R6 Class Representing PriorBSVARMIX | specify_prior_bsvar_mix |
| R6 Class Representing PriorBSVARMSH | specify_prior_bsvar_msh |
| R6 Class Representing PriorBSVARSV | specify_prior_bsvar_sv |
| R6 Class Representing StartingValuesBSVAR | specify_starting_values_bsvar |
| R6 Class Representing StartingValuesBSVARMIX | specify_starting_values_bsvar_mix |
| R6 Class Representing StartingValuesBSVARMSH | specify_starting_values_bsvar_msh |
| R6 Class Representing StartingValuesBSVARSV | specify_starting_values_bsvar_sv |
| Provides posterior summary of Forecasts | summary.Forecasts |
| Provides posterior summary of homoskedastic Structural VAR estimation | summary.PosteriorBSVAR |
| Provides posterior summary of non-normal Structural VAR estimation | summary.PosteriorBSVARMIX |
| Provides posterior summary of heteroskedastic Structural VAR estimation | summary.PosteriorBSVARMSH |
| Provides posterior summary of heteroskedastic Structural VAR estimation | summary.PosteriorBSVARSV |
| Provides posterior summary of forecast error variance decompositions | summary.PosteriorFEVD |
| Provides posterior summary of variables' fitted values | summary.PosteriorFitted |
| Provides posterior summary of historical decompositions | summary.PosteriorHD |
| Provides posterior summary of impulse responses | summary.PosteriorIR |
| Provides posterior summary of regime probabilities | summary.PosteriorRegimePr |
| Provides posterior summary of structural shocks | summary.PosteriorShocks |
| Provides posterior summary of structural shocks' conditional standard deviations | summary.PosteriorSigma |
| Provides summary of verifying hypotheses about autoregressive parameters | summary.SDDRautoregression |
| Provides summary of verifying homoskedasticity | summary.SDDRvolatility |
| A 3-variable system of exogenous variables for the US fiscal model for the period 1948 Q1 - 2024 Q1 | us_fiscal_ex |
| A 3-variable US fiscal system for the period 1948 Q1 - 2024 Q1 | us_fiscal_lsuw |
| Verifies hypotheses involving autoregressive parameters | verify_autoregression |
| Verifies hypotheses involving autoregressive parameters | verify_autoregression.PosteriorBSVAR |
| Verifies hypotheses involving autoregressive parameters | verify_autoregression.PosteriorBSVARMIX |
| Verifies hypotheses involving autoregressive parameters | verify_autoregression.PosteriorBSVARMSH |
| Verifies hypotheses involving autoregressive parameters | verify_autoregression.PosteriorBSVARSV |
| Verifies heteroskedasticity of structural shocks equation by equation | verify_volatility |
| Verifies heteroskedasticity of structural shocks equation by equation | verify_volatility.PosteriorBSVAR |
| Verifies heteroskedasticity of structural shocks equation by equation | verify_volatility.PosteriorBSVARMIX |
| Verifies heteroskedasticity of structural shocks equation by equation | verify_volatility.PosteriorBSVARMSH |
| Verifies heteroskedasticity of structural shocks equation by equation | verify_volatility.PosteriorBSVARSV |
