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Sovereign:
State-Dependent Empirical Analysis
Version 1.2.1
(2021-12-30) - Bug fixes - removed as.vector() call in solve_b.R -
change is.na to anyNA in regimes()
Version 1.2.0
(2021-07-23)
- Major updates
- VARs may now be estimated as Proxy-SVARs
- IRF functions now support
- Choice of bootstrapping techniques
- standard residual resampling
- Wild bootstrapping
- Choice of structural shocks
- no structural restrictions,
- short-term restrictions (via Cholesky decomposition),
- instrumental variable estimation
- combination of instrument variable and short-term restrictions
- Parallel processing for greater computational efficiency in
computing bootstrapped confidence intervals
- Minor updates
- IRF plots use darker blue for CI
- Analysis function wrappers implemented for IRFs, FEVDs, and HDs
- Updated model documentation with academic references and corrected
minor errors
- Bug fixes
- plot_irf() plots all targets by default
- test-threvhold_var.R changed to test-regime_var.R
- Fixed IRF results format listed in documentation
Version 1.1.0
(2021-06-01)
- Major updates
- Include COVID shock correction a la Lenza and Primiceri (2020)
- Include historical decomposition of VAR shocks
- Minor updates
- Create object classes for LP and VAR output
- n.lag no longer requires a ‘date’ column
- Specify structural assumptions in IRFs
- Clarify model specification of RVAR
- Bug fixes
- Convert errorCondition() to stop()
Version 1.0.0
(2021-04-02)
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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