Overview
Christian Danne is an economist and data scientist known in the applied-macro community for VARsignR, an R package for identifying structural VARs using sign restrictions.
Key Contributions / Features
- VARsignR (Danne 2015): an R package (with vignette) implementing the main sign-restriction identification methods — Uhlig (2005) rejection and penalty-function approaches, the Rubio-Ramírez–Waggoner–Zha (2010) rejection method, and the Fry–Pagan (2011) median-target method. MPRA Paper No. 68429.
Related