v1.1.4

chenwilliam77 released this 13 Apr 23:30

e7d1683

New features and enhancements

Implement DSGE-VECMs and provide functionality to compute impulse responses.
Extend DSGE-VAR rotation impulse responses to compute in deviations from baseline.
Example for running impulse responses of a a DSGE-VECM.

Extend example for DSGE-VARs to allow plotting of modal impulse responses.

Bug fixes and cleanup
Fix summary statistics when loading data
Fix bugs in the documentation.

Assets 2