IRF                     Impulse Response Functions for a fitted
                        steady-state BVAR model
KoopKorobilis2010       Koop and Korobilis (2010) dataset
Villani2009             Villani (2009) dataset
bvar                    Create a steady-state BVAR model object
conditional_forecast    Conditional forecasts from a fitted
                        steady-state BVAR model
fit                     Estimate the steady-state BVAR model using Stan
forecast                Forecast from a fitted steady-state BVAR model
ppi                     Prior Probability Interval for a Normal
                        Distribution
priors                  Specify priors for the steady-state BVAR model
restrict_beta           Restrict VAR coefficients to zero
setup                   Set up the steady-state BVAR model
stochastic_volatility_plot
                        Plot stochastic volatility estimates and
                        forecasts
summary.bvar            Summarise a fitted steady-state BVAR model
