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bsvarSIGNs
Bayesian SVARs with Sign, Zero, and Narrative Restrictions
http://bsvars.org/bsvarSIGNs/
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#46
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donotdespair
opened
3 months ago
donotdespair
commented
3 months ago
[ ] expanding the way users can set priors
[ ] rethink the
specify_*
and how to turn one and off different model features
[ ] openmp
[ ] catch errors for unsuccessfull draws with signular covariances (check if this is already done)
[ ] restructure
estimate_hyper
[ ] a separate function to
compute_connectedness
[ ] a vignette
[ ] other papers
[ ] LP2022
[ ] RRWZ2010 exclusion restrictions ???
[ ] ARRW2018 sign & zero restrictions on IRFs ???
[ ] think of the edge over
BVAR
specify_*
and how to turn one and off different model featuresestimate_hyper
compute_connectedness