SteadyStateBVAR

Last update 15 September 2026

Copyright license GNU General Public License

Software version identifier PACKAGES.rds, 0.1.0, 0.1.1, 0.2.0

Description

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>.

Cites work

Steady‐state priors for vector autoregressions

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