bsvars-package          Bayesian Estimation of Structural Vector
                        Autoregressive Models
estimate_bsvar          Bayesian estimation of a homoskedastic
                        Structural Vector Autoregression via Gibbs
                        sampler
estimate_bsvar_mix      Bayesian estimation of a Structural Vector
                        Autoregression with shocks following a finite
                        mixture of normal components via Gibbs sampler
estimate_bsvar_msh      Bayesian estimation of a Structural Vector
                        Autoregression with Markov-switching
                        heteroskedasticity via Gibbs sampler
estimate_bsvar_sv       Bayesian estimation of a Structural Vector
                        Autoregression with Stochastic Volatility
                        heteroskedasticity via Gibbs sampler
normalise_posterior     Waggoner & Zha (2003) row signs normalisation
                        of the posterior draws for matrix B
specify_bsvar           R6 Class representing the specification of the
                        homoskedastic BSVAR model
specify_bsvar_mix       R6 Class representing the specification of the
                        BSVAR model with a zero-mean mixture of normals
                        model for structural shocks.
specify_bsvar_msh       R6 Class representing the specification of the
                        BSVAR model with Markov Switching
                        Heteroskedasticity.
specify_bsvar_sv        R6 Class representing the specification of the
                        BSVAR model with Stochastic Volatility
                        heteroskedasticity.
specify_data_matrices   R6 Class Representing DataMatricesBSVAR
specify_identification_bsvars
                        R6 Class Representing IdentificationBSVARs
specify_posterior_bsvar
                        R6 Class Representing PosteriorBSVAR
specify_posterior_bsvar_mix
                        R6 Class Representing PosteriorBSVAR-MIX
specify_posterior_bsvar_msh
                        R6 Class Representing PosteriorBSVAR-MSH
specify_posterior_bsvar_sv
                        R6 Class Representing PosteriorBSVAR-SV
specify_prior_bsvar     R6 Class Representing PriorBSVAR
specify_prior_bsvar_mix
                        R6 Class Representing PriorBSVAR-MIX
specify_prior_bsvar_msh
                        R6 Class Representing PriorBSVAR-MSH
specify_prior_bsvar_sv
                        R6 Class Representing PriorBSVAR-SV
specify_starting_values_bsvar
                        R6 Class Representing StartingValuesBSVAR
specify_starting_values_bsvar_mix
                        R6 Class Representing StartingValuesBSVAR-MIX
specify_starting_values_bsvar_msh
                        R6 Class Representing StartingValuesBSVAR-MSH
specify_starting_values_bsvar_sv
                        R6 Class Representing StartingValuesBSVAR-SV
us_fiscal_lsuw          A 3-variable US fiscal system for the period
                        1950 Q1 - 2021 Q4
