How-To Guides

Practical recipes for solving specific problems with Impulso.

• Preparing Data for VARData
• Writing a Custom Prior
• Choosing Lag Order
• Testing for Stationarity and Cointegration
• Stationarity Pitfalls in Climate Data
• Granger Causality and Toda-Yamamoto
• Prior and Posterior Predictive Checks
• Using Sign Restrictions
• Using Long-Run Restrictions
• Heavy-Tailed Observation Errors
• Combining Zero and Sign Restrictions