Bayesian Structural VARs with Asymmetric Conjugate Priors

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Documentation for package ‘acpbvar’ version 0.2.0

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

Help Pages

acpbvar-methods	Print, summary and plot methods for acpbvar objects
build_s2	Estimate residual variances from univariate AR fits
build_yX	Build response and regressor matrices for the A-form VAR
collect_irfs	Collect impulse responses across accepted draws
compute_irf	Compute structural impulse responses for a single draw
optim_hyper	Empirical Bayes selection of Minnesota prior tightness
plot.acpbvar_irf	Print, summary and plot methods for acpbvar objects
plot_irfs	Plot posterior impulse responses with credible bands
post_sim	Posterior simulation for the asymmetric A-form BVAR
print.acpbvar_irf	Print, summary and plot methods for acpbvar objects
print.acpbvar_post	Print, summary and plot methods for acpbvar objects
print.acpbvar_signs	Print, summary and plot methods for acpbvar objects
print.summary.acpbvar_irf	Print, summary and plot methods for acpbvar objects
recover_rf	Recover reduced-form quantities from a structural A-form draw
sign_restrict	Structural identification via sign restrictions (RRWZ algorithm)
simulate_var_example	Simulate a small structural VAR with known sign restrictions
summary.acpbvar_irf	Print, summary and plot methods for acpbvar objects