Is there anyone can help me with the TVP-VAR? I was using bvarsv package to estimate bvar.sv.tvp. It works perfectly fine, however I need to estimate genFEVD. With this package I can estimate IRF but there is no codes for genFEVD. So I installed bvartools package which has got fevd function from where it is possible to estimate generalised forecast error variance decomposition (fevd(gin)). Unfortunately I am unable to estimate it.
Your help will be much appreciated. Thanks in advance.