tvReg: Time-varying Coefficients in Multi-Equation Regression in R

This article explains the usage of R package [tvReg](https://CRAN.R-project.org/package=tvReg), publicly available for download from Comprehensive Archive Network, via its application to economic and finance problems. The six basic functions in this cover kernel estimation semiparametric panel data, seemingly unrelated equations, vector autoregressive, impulse response, linear regression models whose coefficients may vary with time or any random variable. Moreover, provides methods graphical display results, forecast, prediction, extraction residuals fitted values, bandwidth selection nonparametric time-varying variance-covariance matrix error term. Applications risk management, portfolio asset management monetary policy are used as examples these usage.