本软件是伯南克提出时变的因子扩展VAR模型，能够考察变量间的冲击效应，及其结构变化特征，克服通常VAR的变量少等缺陷。-This software is the factor Bernanke proposed changing the extended VAR model, to study impact effect among the variables, and structural changes, less often overcome VAR variable defects.

tvp-fa-var 宏观经济分析、货币政策研究常用程序包(tvp-fa-var toolbox, useful for macroeconomic analysis)