varexternalinstrument is an R library that implements the external instruments identification method from Gertler Karadi (2015), Stock and Watson (2012) and Mertens and Ravn (2013) for the R vars package.
Install the latest released version of the package using the R remotes package:
remotes::install_github("angusmoore/varexternalinstrument", ref = "v0.1.1")
Alternatively, you can install the latest development version using
remotes::install_github("angusmoore/varexternalinstrument")
Documentation for this package can be found here.