bsvars-package          Bayesian Estimation of Structural Vector
                        Autoregressive Models
compute_conditional_sd
                        Computes posterior draws of structural shock
                        conditional standard deviations
compute_conditional_sd.PosteriorBSVAR
                        Computes posterior draws of structural shock
                        conditional standard deviations
compute_conditional_sd.PosteriorBSVARMIX
                        Computes posterior draws of structural shock
                        conditional standard deviations
compute_conditional_sd.PosteriorBSVARMSH
                        Computes posterior draws of structural shock
                        conditional standard deviations
compute_conditional_sd.PosteriorBSVARSV
                        Computes posterior draws of structural shock
                        conditional standard deviations
compute_conditional_sd.PosteriorBSVART
                        Computes posterior draws of structural shock
                        conditional standard deviations
compute_fitted_values   Computes posterior draws from data predictive
                        density
compute_fitted_values.PosteriorBSVAR
                        Computes posterior draws from data predictive
                        density
compute_fitted_values.PosteriorBSVARMIX
                        Computes posterior draws from data predictive
                        density
compute_fitted_values.PosteriorBSVARMSH
                        Computes posterior draws from data predictive
                        density
compute_fitted_values.PosteriorBSVARSV
                        Computes posterior draws from data predictive
                        density
compute_fitted_values.PosteriorBSVART
                        Computes posterior draws from data predictive
                        density
compute_historical_decompositions
                        Computes posterior draws of historical
                        decompositions
compute_historical_decompositions.PosteriorBSVAR
                        Computes posterior draws of historical
                        decompositions
compute_historical_decompositions.PosteriorBSVARMIX
                        Computes posterior draws of historical
                        decompositions
compute_historical_decompositions.PosteriorBSVARMSH
                        Computes posterior draws of historical
                        decompositions
compute_historical_decompositions.PosteriorBSVARSV
                        Computes posterior draws of historical
                        decompositions
compute_historical_decompositions.PosteriorBSVART
                        Computes posterior draws of historical
                        decompositions
compute_impulse_responses
                        Computes posterior draws of impulse responses
compute_impulse_responses.PosteriorBSVAR
                        Computes posterior draws of impulse responses
compute_impulse_responses.PosteriorBSVARMIX
                        Computes posterior draws of impulse responses
compute_impulse_responses.PosteriorBSVARMSH
                        Computes posterior draws of impulse responses
compute_impulse_responses.PosteriorBSVARSV
                        Computes posterior draws of impulse responses
compute_impulse_responses.PosteriorBSVART
                        Computes posterior draws of impulse responses
compute_regime_probabilities
                        Computes posterior draws of regime
                        probabilities
compute_regime_probabilities.PosteriorBSVARMIX
                        Computes posterior draws of regime
                        probabilities
compute_regime_probabilities.PosteriorBSVARMSH
                        Computes posterior draws of regime
                        probabilities
compute_structural_shocks
                        Computes posterior draws of structural shocks
compute_structural_shocks.PosteriorBSVAR
                        Computes posterior draws of structural shocks
compute_structural_shocks.PosteriorBSVARMIX
                        Computes posterior draws of structural shocks
compute_structural_shocks.PosteriorBSVARMSH
                        Computes posterior draws of structural shocks
compute_structural_shocks.PosteriorBSVARSV
                        Computes posterior draws of structural shocks
compute_structural_shocks.PosteriorBSVART
                        Computes posterior draws of structural shocks
compute_variance_decompositions
                        Computes posterior draws of the forecast error
                        variance decomposition
compute_variance_decompositions.PosteriorBSVAR
                        Computes posterior draws of the forecast error
                        variance decomposition
compute_variance_decompositions.PosteriorBSVARMIX
                        Computes posterior draws of the forecast error
                        variance decomposition
compute_variance_decompositions.PosteriorBSVARMSH
                        Computes posterior draws of the forecast error
                        variance decomposition
compute_variance_decompositions.PosteriorBSVARSV
                        Computes posterior draws of the forecast error
                        variance decomposition
compute_variance_decompositions.PosteriorBSVART
                        Computes posterior draws of the forecast error
                        variance decomposition
estimate                Bayesian estimation of Structural Vector
                        Autoregressions via Gibbs sampler
estimate.BSVAR          Bayesian estimation of a homoskedastic
                        Structural Vector Autoregression via Gibbs
                        sampler
estimate.BSVARMIX       Bayesian estimation of a Structural Vector
                        Autoregression with shocks following a finite
                        mixture of normal components via Gibbs sampler
estimate.BSVARMSH       Bayesian estimation of a Structural Vector
                        Autoregression with Markov-switching
                        heteroskedasticity via Gibbs sampler
estimate.BSVARSV        Bayesian estimation of a Structural Vector
                        Autoregression with Stochastic Volatility
                        heteroskedasticity via Gibbs sampler
estimate.BSVART         Bayesian estimation of a homoskedastic
                        Structural Vector Autoregression with
                        t-distributed structural shocks via Gibbs
                        sampler
estimate.PosteriorBSVAR
                        Bayesian estimation of a homoskedastic
                        Structural Vector Autoregression via Gibbs
                        sampler
estimate.PosteriorBSVARMIX
                        Bayesian estimation of a Structural Vector
                        Autoregression with shocks following a finite
                        mixture of normal components via Gibbs sampler
estimate.PosteriorBSVARMSH
                        Bayesian estimation of a Structural Vector
                        Autoregression with Markov-switching
                        heteroskedasticity via Gibbs sampler
estimate.PosteriorBSVARSV
                        Bayesian estimation of a Structural Vector
                        Autoregression with Stochastic Volatility
                        heteroskedasticity via Gibbs sampler
estimate.PosteriorBSVART
                        Bayesian estimation of a homoskedastic
                        Structural Vector Autoregression with
                        t-distributed structural shocks via Gibbs
                        sampler
forecast                Forecasting using Structural Vector
                        Autoregression
forecast.PosteriorBSVAR
                        Forecasting using Structural Vector
                        Autoregression
forecast.PosteriorBSVARMIX
                        Forecasting using Structural Vector
                        Autoregression
forecast.PosteriorBSVARMSH
                        Forecasting using Structural Vector
                        Autoregression
forecast.PosteriorBSVARSV
                        Forecasting using Structural Vector
                        Autoregression
forecast.PosteriorBSVART
                        Forecasting using Structural Vector
                        Autoregression
normalise_posterior     Waggoner & Zha (2003) row signs normalisation
                        of the posterior draws for matrix B
plot.Forecasts          Plots fitted values of dependent variables
plot.PosteriorFEVD      Plots forecast error variance decompositions
plot.PosteriorFitted    Plots fitted values of dependent variables
plot.PosteriorHD        Plots historical decompositions
plot.PosteriorIR        Plots impulse responses
plot.PosteriorRegimePr
                        Plots estimated regime probabilities
plot.PosteriorShocks    Plots structural shocks
plot.PosteriorSigma     Plots structural shocks' conditional standard
                        deviations
plot_ribbon             Plots the median and an interval between two
                        specified percentiles for a sequence of 'K'
                        random variables
specify_bsvar           R6 Class representing the specification of the
                        homoskedastic BSVAR model
specify_bsvar_mix       R6 Class representing the specification of the
                        BSVAR model with a zero-mean mixture of normals
                        model for structural shocks.
specify_bsvar_msh       R6 Class representing the specification of the
                        BSVAR model with Markov Switching
                        Heteroskedasticity.
specify_bsvar_sv        R6 Class representing the specification of the
                        BSVAR model with Stochastic Volatility
                        heteroskedasticity.
specify_bsvar_t         R6 Class representing the specification of the
                        BSVAR model with t-distributed structural
                        shocks.
specify_data_matrices   R6 Class Representing DataMatricesBSVAR
specify_identification_bsvars
                        R6 Class Representing IdentificationBSVARs
specify_posterior_bsvar
                        R6 Class Representing PosteriorBSVAR
specify_posterior_bsvar_mix
                        R6 Class Representing PosteriorBSVARMIX
specify_posterior_bsvar_msh
                        R6 Class Representing PosteriorBSVARMSH
specify_posterior_bsvar_sv
                        R6 Class Representing PosteriorBSVARSV
specify_posterior_bsvar_t
                        R6 Class Representing PosteriorBSVART
specify_prior_bsvar     R6 Class Representing PriorBSVAR
specify_prior_bsvar_mix
                        R6 Class Representing PriorBSVARMIX
specify_prior_bsvar_msh
                        R6 Class Representing PriorBSVARMSH
specify_prior_bsvar_sv
                        R6 Class Representing PriorBSVARSV
specify_prior_bsvar_t   R6 Class Representing PriorBSVART
specify_starting_values_bsvar
                        R6 Class Representing StartingValuesBSVAR
specify_starting_values_bsvar_mix
                        R6 Class Representing StartingValuesBSVARMIX
specify_starting_values_bsvar_msh
                        R6 Class Representing StartingValuesBSVARMSH
specify_starting_values_bsvar_sv
                        R6 Class Representing StartingValuesBSVARSV
specify_starting_values_bsvar_t
                        R6 Class Representing StartingValuesBSVART
summary.Forecasts       Provides posterior summary of Forecasts
summary.PosteriorBSVAR
                        Provides posterior summary of homoskedastic
                        Structural VAR estimation
summary.PosteriorBSVARMIX
                        Provides posterior summary of non-normal
                        Structural VAR estimation
summary.PosteriorBSVARMSH
                        Provides posterior summary of heteroskedastic
                        Structural VAR estimation
summary.PosteriorBSVARSV
                        Provides posterior summary of heteroskedastic
                        Structural VAR estimation
summary.PosteriorBSVART
                        Provides posterior summary of Structural VAR
                        with t-distributed shocks estimation
summary.PosteriorFEVD   Provides posterior summary of forecast error
                        variance decompositions
summary.PosteriorFitted
                        Provides posterior summary of variables' fitted
                        values
summary.PosteriorHD     Provides posterior summary of historical
                        decompositions
summary.PosteriorIR     Provides posterior summary of impulse responses
summary.PosteriorRegimePr
                        Provides posterior summary of regime
                        probabilities
summary.PosteriorShocks
                        Provides posterior summary of structural shocks
summary.PosteriorSigma
                        Provides posterior summary of structural
                        shocks' conditional standard deviations
summary.SDDRautoregression
                        Provides summary of verifying hypotheses about
                        autoregressive parameters
summary.SDDRidMIX       Provides summary of verifying shocks' normality
summary.SDDRidMSH       Provides summary of verifying homoskedasticity
summary.SDDRidSV        Provides summary of verifying homoskedasticity
summary.SDDRidT         Provides summary of verifying shocks' normality
summary.SDDRvolatility
                        Provides summary of verifying homoskedasticity
us_fiscal_cond_forecasts
                        A matrix to be used in a conditional
                        forecasting example including the projected
                        values of total tax revenue that are projected
                        to increase at an average quarterly sample
                        growth rate. The other two columns are filled
                        with 'NA' values, which implies that the future
                        values of the corresponding endogenous
                        variables, namely government spending and GDP,
                        will be forecasted given the provided projected
                        values of total tax revenue. The matrix
                        includes future values for the forecast horizon
                        of two years for the US fiscal model for the
                        period 2024 Q3 - 2026 Q2.
us_fiscal_ex            A 3-variable system of exogenous variables for
                        the US fiscal model for the period 1948 Q1 -
                        2024 Q2
us_fiscal_ex_forecasts
                        A 3-variable system of exogenous variables'
                        future values for the forecast horizon of two
                        years for the US fiscal model for the period
                        2024 Q3 - 2026 Q2
us_fiscal_lsuw          A 3-variable US fiscal system for the period
                        1948 Q1 - 2024 Q2
verify_autoregression   Verifies hypotheses involving autoregressive
                        parameters
verify_autoregression.PosteriorBSVAR
                        Verifies hypotheses involving autoregressive
                        parameters
verify_autoregression.PosteriorBSVARMIX
                        Verifies hypotheses involving autoregressive
                        parameters
verify_autoregression.PosteriorBSVARMSH
                        Verifies hypotheses involving autoregressive
                        parameters
verify_autoregression.PosteriorBSVARSV
                        Verifies hypotheses involving autoregressive
                        parameters
verify_autoregression.PosteriorBSVART
                        Verifies hypotheses involving autoregressive
                        parameters
verify_identification   Verifies identification through
                        heteroskedasticity or non-normality of of
                        structural shocks
verify_identification.PosteriorBSVAR
                        Verifies identification through
                        heteroskedasticity or non-normality of of
                        structural shocks
verify_identification.PosteriorBSVARMIX
                        Verifies identification through
                        heteroskedasticity or non-normality of of
                        structural shocks
verify_identification.PosteriorBSVARMSH
                        Verifies identification through
                        heteroskedasticity or non-normality of of
                        structural shocks
verify_identification.PosteriorBSVARSV
                        Verifies identification through
                        heteroskedasticity or non-normality of of
                        structural shocks
verify_identification.PosteriorBSVART
                        Verifies identification through
                        heteroskedasticity or non-normality of of
                        structural shocks
verify_volatility       Verifies heteroskedasticity of structural
                        shocks equation by equation
verify_volatility.PosteriorBSVAR
                        Verifies heteroskedasticity of structural
                        shocks equation by equation
verify_volatility.PosteriorBSVARMIX
                        Verifies heteroskedasticity of structural
                        shocks equation by equation
verify_volatility.PosteriorBSVARMSH
                        Verifies heteroskedasticity of structural
                        shocks equation by equation
verify_volatility.PosteriorBSVARSV
                        Verifies heteroskedasticity of structural
                        shocks equation by equation
