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) .
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>).