Structural Scenario Analysis for Bayesian Structural Vector Autoregression Models
big_b_and_M This function returns the extended b and M matrices as in ...
forc_h function
Exported version of full_scenarios_core
gen_mats function
KL function APR suggest this measure to assess the "plausibility" of t...
mat_forc function ####################################################...
plot_bvars: This function plots the IRFs generated with the BVAR
plot_cond_forc function; Data should conatain the variable "variable",...
plot_cond_histo function
scenarios function (fully optimized with Rcpp) This function computes ...
simscen function This function takes the mean and covariance of the co...
Simulate paths from conditional forecast distributions
Implements the scenario analysis proposed by Antolin-Diaz, Petrella and Rubio-Ramirez (2021) "Structural scenario analysis with SVARs" <doi:10.1016/j.jmoneco.2020.06.001>.