Transmission Channel Analysis in Structural VAR Models
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Documentation for package ‘SVARtca’ version 1.0.2
Help Pages
| SVARtca-package | Transmission Channel Analysis in Structural VAR Models |
| plot_tca | Plot TCA Channel Decomposition |
| print.tca_result | Print TCA Result |
| SVARtca | Transmission Channel Analysis in Structural VAR Models |
| tca_analyze | Transmission Channel Analysis |
| tca_decompose_binary | Binary Decomposition: Total = Through + Not-Through |
| tca_from_var | Run TCA from a VAR Estimation Object |
| tca_systems_form | Build Complete Systems Form |
| tca_validate_additivity | Validate Binary Additivity |