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, Smeekes and Wilms (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>).
| Version: |
1.0.3 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
Matrix, ggplot2, rlang |
| Suggests: |
testthat (≥ 3.0.0), knitr, rmarkdown, vars |
| Published: |
2026-10-01 |
| DOI: |
10.32614/CRAN.package.SVARtca |
| Author: |
Muhammad Alkhalaf 
[aut, cre],
Enrico Wegner [ctb] (Author of the MATLAB TCA toolbox the package is
ported from; co-author of the original methodology),
Lenard Lieb [ctb] (Original methodology),
Stephan Smeekes [ctb] (Original methodology),
Ines Wilms [ctb] (Original methodology) |
| Maintainer: |
Muhammad Alkhalaf <muhammedalkhalaf at gmail.com> |
| BugReports: |
https://github.com/muhammedalkhalaf/SVARtca/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/muhammedalkhalaf/SVARtca |
| NeedsCompilation: |
no |
| Citation: |
SVARtca citation info |
| Materials: |
NEWS |
| CRAN checks: |
SVARtca results |
Documentation:
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