bsvars-package          Bayesian Estimation of Structural Vector
                        Autoregressive Models
compute_conditional_sd
                        Computes posterior draws of structural shock
                        conditional standard deviations
compute_fitted_values   Computes posterior draws of dependent
                        variables' fitted values
compute_historical_decompositions
                        Computes posterior draws of historical
                        decompositions
compute_impulse_responses
                        Computes posterior draws of impulse responses
compute_regime_probabilities
                        Computes posterior draws of regime
                        probabilities
compute_structural_shocks
                        Computes posterior draws of structural shocks
compute_variance_decompositions
                        Computes posterior draws of the forecast error
                        variance decomposition
estimate                Bayesian estimation of Structural Vector
                        Autoregressions via Gibbs sampler
estimate.BSVAR          Bayesian estimation of a homoskedastic
                        Structural Vector Autoregression via Gibbs
                        sampler
estimate.BSVARMIX       Bayesian estimation of a Structural Vector
                        Autoregression with shocks following a finite
                        mixture of normal components via Gibbs sampler
estimate.BSVARMSH       Bayesian estimation of a Structural Vector
                        Autoregression with Markov-switching
                        heteroskedasticity via Gibbs sampler
estimate.BSVARSV        Bayesian estimation of a Structural Vector
                        Autoregression with Stochastic Volatility
                        heteroskedasticity via Gibbs sampler
estimate.PosteriorBSVAR
                        Bayesian estimation of a homoskedastic
                        Structural Vector Autoregression via Gibbs
                        sampler
estimate.PosteriorBSVARMIX
                        Bayesian estimation of a Structural Vector
                        Autoregression with shocks following a finite
                        mixture of normal components via Gibbs sampler
estimate.PosteriorBSVARMSH
                        Bayesian estimation of a Structural Vector
                        Autoregression with Markov-switching
                        heteroskedasticity via Gibbs sampler
estimate.PosteriorBSVARSV
                        Bayesian estimation of a Structural Vector
                        Autoregression with Stochastic Volatility
                        heteroskedasticity via Gibbs sampler
forecast                Forecasting using Structural Vector
                        Autoregression
forecast.PosteriorBSVAR
                        Forecasting using Structural Vector
                        Autoregression
forecast.PosteriorBSVARMIX
                        Forecasting using Structural Vector
                        Autoregression
forecast.PosteriorBSVARMSH
                        Forecasting using Structural Vector
                        Autoregression
forecast.PosteriorBSVARSV
                        Forecasting using Structural Vector
                        Autoregression
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 PosteriorBSVARMIX
specify_posterior_bsvar_msh
                        R6 Class Representing PosteriorBSVARMSH
specify_posterior_bsvar_sv
                        R6 Class Representing PosteriorBSVARSV
specify_prior_bsvar     R6 Class Representing PriorBSVAR
specify_prior_bsvar_mix
                        R6 Class Representing PriorBSVARMIX
specify_prior_bsvar_msh
                        R6 Class Representing PriorBSVARMSH
specify_prior_bsvar_sv
                        R6 Class Representing PriorBSVARSV
specify_starting_values_bsvar
                        R6 Class Representing StartingValuesBSVAR
specify_starting_values_bsvar_mix
                        R6 Class Representing StartingValuesBSVARMIX
specify_starting_values_bsvar_msh
                        R6 Class Representing StartingValuesBSVARMSH
specify_starting_values_bsvar_sv
                        R6 Class Representing StartingValuesBSVARSV
us_fiscal_ex            A 3-variable system of exogenous variables for
                        the US fiscal model for the period 1948 Q1 -
                        2023 Q2
us_fiscal_lsuw          A 3-variable US fiscal system for the period
                        1948 Q1 - 2023 Q2
verify_autoregression   Verifies hypotheses involving autoregressive
                        parameters
verify_autoregression.PosteriorBSVAR
                        Verifies hypotheses involving autoregressive
                        parameters
verify_autoregression.PosteriorBSVARMIX
                        Verifies hypotheses involving autoregressive
                        parameters
verify_autoregression.PosteriorBSVARMSH
                        Verifies hypotheses involving autoregressive
                        parameters
verify_autoregression.PosteriorBSVARSV
                        Verifies hypotheses involving autoregressive
                        parameters
verify_volatility       Verifies heteroskedasticity of structural
                        shocks equation by equation
verify_volatility.PosteriorBSVAR
                        Verifies heteroskedasticity of structural
                        shocks equation by equation
verify_volatility.PosteriorBSVARMIX
                        Verifies heteroskedasticity of structural
                        shocks equation by equation
verify_volatility.PosteriorBSVARMSH
                        Verifies heteroskedasticity of structural
                        shocks equation by equation
verify_volatility.PosteriorBSVARSV
                        Verifies heteroskedasticity of structural
                        shocks equation by equation
