Package: sovereign 1.2.1

sovereign: State-Dependent Empirical Analysis

A set of tools for state-dependent empirical analysis through both VAR- and local projection-based state-dependent forecasts, impulse response functions, historical decompositions, and forecast error variance decompositions.

Authors:Tyler J. Pike [aut, cre]

sovereign_1.2.1.tar.gz
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sovereign_1.2.1.tgz(r-4.4-any)sovereign_1.2.1.tgz(r-4.3-any)
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sovereign.pdf |sovereign.html✨
sovereign/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/tylerjpike/sovereign/issues

On CRAN:

econometricsforecastingimpulse-responselocal-projectionmacroeconomicsstate-dependenttime-seriesvector-autoregression

28 exports 10 stars 1.47 score 55 dependencies 8 scripts 238 downloads

Last updated 2 years agofrom:d125721272. Checks:OK: 1 ERROR: 6. Indexed: yes.

Exports:%>%covid_volatility_correctionFEVDHDIRFLPlp_irfplot_errorplot_fevdplot_forecastplot_hdplot_individual_errorplot_individual_fevdplot_individual_forecastplot_individual_hdplot_individual_irfplot_irfregimesRLPrlp_irfRVARrvar_fevdrvar_hdrvar_irfVARvar_fevdvar_hdvar_irf

Dependencies:backportsbroomclicodetoolscolorspacecpp11digestdplyrfansifarverfurrrfuturegenericsggplot2globalsgluegridExtragtableisobandlabelinglatticelifecyclelistenvlmtestlubridatemagrittrMASSMatrixmclustmgcvmunsellnlmeparallellypillarpkgconfigpurrrR6randomForestRColorBrewerrlangsandwichscalesstringistringrstrucchangetibbletidyrtidyselecttimechangeutf8vctrsviridisLitewithrxtszoo