Skip to content

Commit

Permalink
fix quotation mark #41
Browse files Browse the repository at this point in the history
  • Loading branch information
adamwang15 committed Jul 21, 2024
1 parent 2c7f290 commit 694d5e2
Show file tree
Hide file tree
Showing 3 changed files with 3 additions and 3 deletions.
2 changes: 1 addition & 1 deletion DESCRIPTION
Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,7 @@ Version: 1.0
Date: 2024-07-19
Authors@R: c(person("Xiaolei", "Wang", , "[email protected]", role = c("aut", "cre"), comment = c(ORCID = "0009-0005-6192-9061")),person("Tomasz", "Woźniak", , "[email protected]", role = c("aut"), comment = c(ORCID = "0000-0003-2212-2378")))
Maintainer: Xiaolei Wang <[email protected]>
Description: Implements state-of-the-art algorithms for the Bayesian analysis of Structural Vector Autoregressions (SVARs) identified by sign, zero, and narrative restrictions. The core model is based on a flexible Vector Autoregression with estimated hyper-parameters of the Minnesota prior and the dummy observation priors as in Giannone, Lenza, Primiceri (2015) <doi:10.1162/REST_a_00483>. The sign restrictions are implemented employing the methods proposed by Rubio-Ramírez, Waggoner & Zha (2010) <doi:10.1111/j.1467-937X.2009.00578.x>, while identification through sign and zero restrictions follows the approach developed by Arias, Rubio-Ramírez, & Waggoner (2018) <doi:10.3982/ECTA14468>. Furthermore, our tool provides algorithms for identification via sign and narrative restrictions, in line with the methods introduced by Antolín-Díaz and Rubio-Ramírez (2018) <doi:10.1257/aer.20161852>. Users can also estimate a model with sign, zero, and narrative restrictions imposed at once. The package facilitates predictive and structural analyses using impulse responses, forecast error variance and historical decompositions, forecasting and conditional forecasting, as well as analyses of structural shocks and fitted values. All this is complemented by colourful plots, user-friendly summary functions, and comprehensive documentation. The `bsvarSIGNs` package is aligned regarding objects, workflows, and code structure with the R package 'bsvars' by Woźniak (2024) <doi:10.32614/CRAN.package.bsvars>, and they constitute an integrated toolset.
Description: Implements state-of-the-art algorithms for the Bayesian analysis of Structural Vector Autoregressions (SVARs) identified by sign, zero, and narrative restrictions. The core model is based on a flexible Vector Autoregression with estimated hyper-parameters of the Minnesota prior and the dummy observation priors as in Giannone, Lenza, Primiceri (2015) <doi:10.1162/REST_a_00483>. The sign restrictions are implemented employing the methods proposed by Rubio-Ramírez, Waggoner & Zha (2010) <doi:10.1111/j.1467-937X.2009.00578.x>, while identification through sign and zero restrictions follows the approach developed by Arias, Rubio-Ramírez, & Waggoner (2018) <doi:10.3982/ECTA14468>. Furthermore, our tool provides algorithms for identification via sign and narrative restrictions, in line with the methods introduced by Antolín-Díaz and Rubio-Ramírez (2018) <doi:10.1257/aer.20161852>. Users can also estimate a model with sign, zero, and narrative restrictions imposed at once. The package facilitates predictive and structural analyses using impulse responses, forecast error variance and historical decompositions, forecasting and conditional forecasting, as well as analyses of structural shocks and fitted values. All this is complemented by colourful plots, user-friendly summary functions, and comprehensive documentation. The 'bsvarSIGNs' package is aligned regarding objects, workflows, and code structure with the R package 'bsvars' by Woźniak (2024) <doi:10.32614/CRAN.package.bsvars>, and they constitute an integrated toolset.
License: GPL (>= 3)
Imports:
Rcpp (>= 1.0.12),
Expand Down
2 changes: 1 addition & 1 deletion R/bsvarSIGNs-package.R
Original file line number Diff line number Diff line change
Expand Up @@ -40,7 +40,7 @@
#' forecasting and conditional forecasting, as well as analyses of structural
#' shocks and fitted values. All this is complemented by colourful plots,
#' user-friendly summary functions, and comprehensive documentation. The
#' `bsvarSIGNs` package is aligned regarding objects, workflows, and code
#' 'bsvarSIGNs' package is aligned regarding objects, workflows, and code
#' structure with the R package 'bsvars' by
#' Woźniak (2024) <doi:10.32614/CRAN.package.bsvars>, and they constitute an
#' integrated toolset.
Expand Down
2 changes: 1 addition & 1 deletion man/bsvarSIGNs-package.Rd

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

0 comments on commit 694d5e2

Please sign in to comment.