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| svars-package | Data-driven identification of structural VAR models |
| chow.test | Chow Test for Structural Break |
| fevd | Forecast error variance decomposition for SVAR Models |
| fevd.svars | Forecast error variance decomposition for SVAR Models |
| hd | Historical decomposition for SVAR Models |
| id.cv | Changes in volatility identification of SVAR models |
| id.cvm | Independence-based identification of SVAR models based on Cramer-von Mises distance |
| id.dc | Independence-based identification of SVAR models based on distance covariances |
| id.ngml | Non-Gaussian maximum likelihood identification of SVAR models |
| id.st | Identification of SVAR models by means of a smooth transition of volatility |
| irf | Impulse Response Functions for SVAR Models |
| irf.svars | Impulse Response Functions for SVAR Models |
| js.test | Chi-square test for joint hypotheses |
| LN | Interaction between monetary policy and the stock market |
| mb.boot | Moving block bootstrap for IRFs of identified SVARs |
| stability | Structural stability of a VAR(p) |
| stability.varest | Structural stability of a VAR(p) |
| svars | Data-driven identification of structural VAR models |
| USA | US macroeconomic time series |
| wild.boot | Wild bootstrap for IRFs of identified SVARs |