SVARtca

cranv1.0.2

Transmission Channel Analysis in Structural VAR Models. Implements Transmission Channel Analysis (TCA) for structural vector autoregressive (SVAR) models following the methodology of Wegner, Lieb, and Smeekes (2025) <doi:10.48550/arXiv.2405.18987>. TCA decomposes impulse response functions (IRFs) into contributions from distinct transmission channels usi

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muhammedalkhalaf/SVARtca
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First published · 2026-04-08 20:23:22

Last updated · 2026-04-08T18:10:27+00:00