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.