LN                      Interaction between monetary policy and the
                        stock market
USA                     US macroeconomic time series
chow.test               Chow Test for Structural Break
fevd                    Forecast error variance decomposition for SVAR
                        Models
hd                      Historical decomposition for SVAR Models
id.cv                   Changes in volatility identification of SVAR
                        models
id.cvm                  Independence-based identification of SVAR
                        models based on Cramer-von Mises distance
id.dc                   Independence-based identification of SVAR
                        models based on distance covariances
id.ngml                 Non-Gaussian maximum likelihood identification
                        of SVAR models
id.st                   Identification of SVAR models by means of a
                        smooth transition of volatility
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-package           Data-driven identification of structural VAR
                        models
wild.boot               Wild bootstrap for IRFs of identified SVARs
