R: Bayesian SVARs with Sign, Zero, and Narrative Restrictions

# Bayesian SVARs with Sign, Zero, and Narrative Restrictions

## Documentation for package ‘bsvarSIGNs’ version 2.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

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