Bayesian Vector Autoregressions with Steady-State Priors

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Documentation for package ‘SteadyStateBVAR’ version 0.2.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

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
steady_state_priors_plot	Plot steady-state priors
stochastic_volatility_plot	Plot stochastic volatility estimates and forecasts
summary.bvar	Summarize a fitted steady-state BVAR model
Villani2009	Villani (2009) dataset