Bayesian Analysis of a FAVAR Model
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Documentation for package ‘FAVAR’ version 0.1.3
Help Pages
| ar2ma | ar2ma |
| BGM | Separate R From X |
| BVAR | Bayesian Estimation of VAR |
| coef.favar | Extract Coefficients of a FAVAR Model |
| FAVAR | FAVAR |
| GI | Generalized Impulse Response Function (GIRF) |
| irf | Impulse Response Function for FAVAR |
| irf_single | Compute Impulse Response for Every Sample of MCMC |
| regdata | Sample Data |
| slowcode | Slow-moving or Not |
| summary.favar | Print Results of FAVAR |
| tcode | Transformation Form for X |