bsvarSIGNs-package      Bayesian Estimation of Structural Vector
                        Autoregressions Identified by Sign, Zero, and
                        Narrative Restrictions
compute_conditional_sd.PosteriorBSVARSIGN
                        Computes posterior draws of structural shock
                        conditional standard deviations
compute_fitted_values.PosteriorBSVARSIGN
                        Computes posterior draws from data predictive
                        density
compute_historical_decompositions.PosteriorBSVARSIGN
                        Computes posterior draws of historical
                        decompositions
compute_impulse_responses.PosteriorBSVARSIGN
                        Computes posterior draws of impulse responses
compute_structural_shocks.PosteriorBSVARSIGN
                        Computes posterior draws of structural shocks
compute_variance_decompositions.PosteriorBSVARSIGN
                        Computes posterior draws of the forecast error
                        variance decomposition
estimate.BSVARSIGN      Bayesian estimation of a Structural Vector
                        Autoregression with traditional and narrative
                        sign restrictions via Gibbs sampler
forecast.PosteriorBSVARSIGN
                        Forecasting using Structural Vector
                        Autoregression
monetary                A 6-variable US monetary policy data, from 1965
                        Jan to 2007 Aug
optimism                A 5-variable US business cycle data, from 1955
                        Q1 to 2004 Q4
specify_bsvarSIGN       R6 Class representing the specification of the
                        BSVARSIGN model
specify_identification_bsvarSIGN
                        R6 Class Representing IdentificationBSVARSIGN
specify_narrative       vector specifying one narrative restriction
specify_posterior_bsvarSIGN
                        R6 Class Representing PosteriorBSVARSIGN
specify_prior_bsvarSIGN
                        R6 Class Representing PriorBSVAR
