R: Bayesian Vector Autoregressions with Steady-State Priors

# Bayesian Vector Autoregressions with Steady-State Priors

## Documentation for package ‘SteadyStateBVAR’ version 0.1.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

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
IRF | Impulse Response Functions for a fitted steady-state BVAR model
KoopKorobilis2010 | Koop and Korobilis (2010) dataset
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
Villani2009 | Villani (2009) dataset