SVAR with sign restriction in R I am working on a structural VAR model in R, and I'm trying to implement sign restriction.
I have the model below, but instead of the zeros in the matrix in equation 18, I need to limit the values to be either <0, or >0.


 A: Late reply, but I just came across this when looking for the same thing.
The VARsignR package implements some of the methods that do this:

It implements Uhlig’s (2005) rejection method, Uhlig’s (2005) penalty function approach, Rubio-Ramirez et al’s (2010) rejection method, and Fry and Pagan’s (2011) median target method.

https://cran.r-project.org/web/packages/VARsignR/vignettes/VARsignR-vignette.html
I should add that these approaches have come under the criticism of often times only replicating (implicit) priors, see
Baumeister, C., & Hamilton, J. D. (2015). Sign restrictions, structural vector autoregressions, and useful prior information. Econometrica, 83(5), 1963-1999. 
who also offer some remedies (in a nutshell: explicitely imposing meaningful priors on parameters that have a sensible interpretation, rather than supposedly flat priors that really are informative). I don't think their approach is implemented in R, but they share Matlab code that is sufficiently straightforward to use.
