Hi,

I want to estimate a VAR-model and calculate the impulse response function and a variance decomposition. I am familiar with standard R-functions, like e.g. arima. But I have not found equivalent functions to estimate a VAR-modell.

Are there any functions available or which R-package can I use to solve my problem?

Thank you for your help.

Marc Gronwald
University of Hamburg
Department of Economics
Von-Melle-Park 5

D-20146 Hamburg

GERMANY

Fon: +49 (0)40 482325547
Fax: +49 (0)40 482325546
Mail: gronwald@econ.uni-hamburg.de
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