LN                      Interaction between monetary policy and the
                        stock market
USA                     US macroeconomic time series
ba.boot                 Bootstrap after Bootstrap
cf                      Counterfactuals for SVAR Models
chow.test               Chow Test for Structural Break
fevd                    Forecast error variance decomposition for SVAR
                        Models
hd                      Historical decomposition for SVAR Models
id.chol                 Recursive identification of SVAR models via
                        Cholesky decomposition
id.cv                   Identification of SVAR models based on Changes
                        in volatility (CV)
id.cvm                  Independence-based identification of SVAR
                        models via Cramer-von Mises (CVM) distance
id.dc                   Independence-based identification of SVAR
                        models build on distance covariances (DC)
                        statistic
id.garch                Identification of SVAR models through patterns
                        of GARCH
id.ngml                 Non-Gaussian maximum likelihood (NGML)
                        identification of SVAR models
id.st                   Identification of SVAR models by means of a
                        smooth transition (ST) in covariance
irf                     Impulse Response Functions for SVAR Models
js.test                 Chi-square test for joint hypotheses
mb.boot                 Moving block bootstrap for IRFs of identified
                        SVARs
stability               Structural stability of a VAR(p)
svars                   svars: Data-driven identification of structural
                        VAR models
wild.boot               Wild bootstrap for IRFs of identified SVARs
