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APRScenario

This package is a stab implementing Structural scenario analysis with SVARs by Juan Antolín-Díaz, Ivan Petrella and Juan F. Rubio-Ramírez, JME (2021) in R

It depends on the output of the package bsvarSIGNs although it could be adapted to the output of many other packages by changing the function get_mats.R.

See the application code APRScenario.Rmd.

Installation

devtools::install_github("giannilmbd/APRScenario", ref = "master")

See also the forked bsvarSIGNs with parallelized draws of the rotation matrix

devtools::install_github("giannilmbd/bsvarSIGNs", ref = "master")

You can also download the tar.gz package from the tar-package branch and install in in R with

install.packages("<path>APRScenario_XXXX.tar.gz", repos = NULL, type = "source");

For XXXX see the latest version Use APRScenario.Rmd as a template for the application.

Feedbacks are welcome.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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