IN DEVELOPMENT : DO NOT USE BLINDLY. If you stumble upon this and want to use it, open issue or reach out, that helps motivate me to get the code up and running again. Cheers.
Implementation of narrative restriction identification of SVAR models.
As of now the package is not submitted to CRAN and has to be installed via github. This can be done with one line of code. Notice that this assumes that the package "devtools" is installed. In case "devtools" is not yet installed, simply run:
install.packages("devtools")
and subsequently the following code.
devtools::install_github("aaron-lohmann/SVARnarrsign")
Parts of this package are based on code by VARsignR which I do not let go unmentioned.