Perform Global Vector Autoregression Estimation and Inference The main reference of Global VectorAutoRregression (VAR) is Pesaran M. H., Shuermann T, and Weiner S. M. (2004) Modelling regional interdependencies using a global error-correcting macroeconometric model. Journal of Business and Economic Statistics 22, 129–162. The package is mainly based on the book: Filippo di Mauro and M. Hashem Pesaran (2013) The GVAR Handbook- Structure and Applications of Macro Model of the Global Economy for Policy Analysis. Oxford University Press. GVAR: ：https://sites.google.com/site/gvarmodelling/home

Global VAR has two versions: Stationary GVAR & Non-stationary GVECM。 GVARX 1.2 covers both the stationary and non-stationary cases, the subsequent update will gradually include more content. To begin with, we explain the theoretical structure of GVAR Check http://web.ntnu.edu.tw/~tsungwu/R_DevOps/GVAR/R_DevOps_GVAR_English.html for details.