SteadyStateBVAR (Q7370826)
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Bayesian Vector Autoregressions with Steady-State Priors
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | SteadyStateBVAR |
Bayesian Vector Autoregressions with Steady-State Priors |
Statements
Provides estimation of Bayesian vector autoregression (BVAR) models with steady-state priors via 'Stan', along with functions for unconditional and conditional forecasting, as well as impulse response analysis. For details on the steady-state BVAR model see Villani (2009) <doi:10.1002/jae.1065>.
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15 September 2026
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