FEVD                    Estimate forecast error variance decomposition
HD                      Estimate historical decomposition
IRF                     Estimate impulse response functions
LP                      Estimate local projections
RLP                     Estimate regime-dependent local projections
RVAR                    Estimate regime-dependent VAR, SVAR, or
                        Proxy-SVAR
VAR                     Estimate VAR, SVAR, or Proxy-SVAR
covid_volatility_correction
                        Lenza-Primiceri Covid Shock Correction
lp_irf                  Estimate impulse response functions
plot_error              Chart residuals
plot_fevd               Chart FEVDs
plot_forecast           Chart forecasts
plot_hd                 Chart HDs
plot_individual_error   Chart individual residuals
plot_individual_fevd    Plot an individual FEVD
plot_individual_forecast
                        Chart individual forecast
plot_individual_hd      Plot an individual HD
plot_individual_irf     Plot an individual IRF
plot_irf                Chart IRFs
regimes                 Identify regimes via unsupervised ML algorithms
rlp_irf                 Estimate regime-dependent impulse response
                        functions
rvar_fevd               Estimate regime-dependent forecast error
                        variance decomposition
rvar_hd                 Estimate regime-dependent historical
                        decomposition
rvar_irf                Estimate regime-dependent impulse response
                        functions
var_fevd                Estimate forecast error variance decomposition
var_hd                  Estimate historical decomposition
var_irf                 Estimate impulse response functions
