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  "Title": "Conditional Forecasting and Scenario Analysis Using VAR Models",
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  "Description": "Provides tools for interpretable conditional forecasting\nand scenario analysis in reduced-form vector autoregressive\n(VAR) models. Implements a Kalman smoothing framework to\ngenerate forecasts under path restrictions on selected\nvariables. The package enables decomposition of conditional\nforecasts into variable-specific contributions, and extraction\nof observation weights. It also computes measures of overall\nand marginal variable importance to enhance the economic\ninterpretation of forecast revisions. The framework is\nstructurally agnostic and suited for policy analysis, stress\ntesting, and macro-financial applications. The methodology is\ndescribed in more detail in Caspi and Ginker (2026)\n<doi:10.13140/RG.2.2.25225.51040>.",
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  "Date/Publication": "2026-06-08 15:04:08 UTC",
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