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SVARtca

Transmission Channel Analysis in Structural VAR Models

Implements Transmission Channel Analysis (TCA) for structural vector autoregressive (SVAR) models following the methodology of Wegner, Lieb, and Smeekes (2025) <doi:10.48550/arXiv.2405.18987>. TCA decomposes impulse response functions (IRFs) into contributions from distinct transmission channels using a systems form representation and directed acyclic graph (DAG) path analysis. Supports overlapping channels, exhaustive 3-way and 4-way decompositions via inclusion-exclusion principle. This is a parallel R implementation of the 'tca-matlab-toolbox' (<https://github.com/enweg/tca-matlab-toolbox>).

Versions across snapshots

VersionRepositoryFileSize
1.0.2 rolling linux/jammy R-4.5 SVARtca_1.0.2.tar.gz 58.2 KiB
1.0.2 rolling linux/noble R-4.5 SVARtca_1.0.2.tar.gz 58.2 KiB
1.0.2 rolling source/ R- SVARtca_1.0.2.tar.gz 15.8 KiB
1.0.2 latest linux/jammy R-4.5 SVARtca_1.0.2.tar.gz 58.2 KiB
1.0.2 latest linux/noble R-4.5 SVARtca_1.0.2.tar.gz 58.2 KiB
1.0.2 latest source/ R- SVARtca_1.0.2.tar.gz 15.8 KiB
1.0.2 2026-04-26 source/ R- SVARtca_1.0.2.tar.gz 15.8 KiB
1.0.2 2026-04-23 source/ R- SVARtca_1.0.2.tar.gz 15.8 KiB
1.0.2 2026-04-09 windows/windows R-4.5 SVARtca_1.0.2.zip 61.8 KiB

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