SteadyStateBVAR: Bayesian Vector Autoregressions with Steady-State Priors

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>.

Version: 0.1.0
Depends: R (≥ 3.6.0)
Imports: graphics, grDevices, methods, MTS (≥ 1.2.1), Rcpp (≥ 0.12.0), RcppParallel (≥ 5.0.1), rstan (≥ 2.32.7), rstantools (≥ 2.6.0), stats, utils
LinkingTo: BH (≥ 1.66.0), Rcpp (≥ 0.12.0), RcppEigen (≥ 0.3.3.3.0), RcppParallel (≥ 5.0.1), rstan (≥ 2.18.1), StanHeaders (≥ 2.18.0)
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2026-07-24
DOI: 10.32614/CRAN.package.SteadyStateBVAR (may not be active yet)
Author: Mark Becker [aut, cre, cph]
Maintainer: Mark Becker <mark.jw.becker at gmail.com>
BugReports: https://github.com/markjwbecker/SteadyStateBVAR/issues
License: GPL (≥ 3)
URL: https://github.com/markjwbecker/SteadyStateBVAR, https://markjwbecker.github.io/SteadyStateBVAR/
NeedsCompilation: yes
SystemRequirements: GNU make
Citation: SteadyStateBVAR citation info
Materials: README, NEWS
CRAN checks: SteadyStateBVAR results

Documentation:

Reference manual: SteadyStateBVAR.html , SteadyStateBVAR.pdf
Vignettes: AR(1) stochastic volatility steady-state BVAR (source)
Homoscedastic steady-state BVAR (Villani, 2009) (source)
Random Walk stochastic volatility steady-state BVAR (Clark, 2011) (source)

Downloads:

Package source: SteadyStateBVAR_0.1.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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