SteadyStateBVAR
0.1.1Bayesian Vector Autoregressions with Steady-State Priors
Overview
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.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-07-256 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 45%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 21%
Downloads
Repository
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Dependencies
Nothing depends on this yet.
Code & Tests
People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- 0.1.1Latest
- 0.1.02026-07-24
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-07-24
- Total releases
- 2 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.6.0
- Bundled data
- 8.9 KB / 2 files
- Download size
- 364 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("SteadyStateBVAR")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
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