# Data-Driven Identification of SVAR Models

## Documentation for package ‘svars’ version 1.3.11

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

ba.boot | Bootstrap after Bootstrap
cf | Counterfactuals for SVAR Models
chow.test | Chow Test for Structural Break
fevd | Forecast error variance decomposition for SVAR Models
fevd.svars | Forecast error variance decomposition for SVAR Models
hd | Historical decomposition for SVAR Models
id.chol | Recursive identification of SVAR models via Cholesky decomposition
id.cv | Identification of SVAR models based on Changes in volatility (CV)
id.cvm | Independence-based identification of SVAR models via Cramer-von Mises (CVM) distance
id.dc | Independence-based identification of SVAR models build on distance covariances (DC) statistic
id.garch | Identification of SVAR models through patterns of GARCH
id.ngml | Non-Gaussian maximum likelihood (NGML) identification of SVAR models
id.st | Identification of SVAR models by means of a smooth transition (ST) in covariance
irf | Impulse Response Functions for SVAR Models
irf.svars | Impulse Response Functions for SVAR Models
js.test | Chi-square test for joint hypotheses
LN | Interaction between monetary policy and the stock market
mb.boot | Moving block bootstrap for IRFs of identified SVARs
stability | Structural stability of a VAR(p)
stability.varest | Structural stability of a VAR(p)
svars | svars: Data-driven identification of structural VAR models
USA | US macroeconomic time series
wild.boot | Wild bootstrap for IRFs of identified SVARs