svars
cranv1.3.12Data-Driven Identification of SVAR Models. Implements data-driven identification methods for structural vector autoregressive (SVAR) models as described in Lange et al. (2021) <doi:10.18637/jss.v097.i05>. Based on an existing VAR model object (provided by e.g. VAR() from the 'vars' package), the structural impact matrix is obtained via data-
License MIT + file LICENSE0 versions1 maintainers13 deps339 weekly dl
https://CRAN.R-project.org/package=svars40
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curl https://depscope.dev/api/check/cran/svarsFirst published · 2025-08-24 17:51:29
Last updated · 2025-08-24T16:30:02+00:00