Package index
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SteadyStateBVARSteadyStateBVAR-package - SteadyStateBVAR: Bayesian Vector Autoregressions with Steady-State Priors
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IRF() - Impulse Response Functions for a fitted steady-state BVAR model
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KoopKorobilis2010 - Koop and Korobilis (2010) dataset
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Villani2009 - Villani (2009) dataset
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bvar() - Create a steady-state BVAR model object
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conditional_forecast() - Conditional forecasts from a fitted steady-state BVAR model
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fit() - Estimate the steady-state BVAR model using Stan
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forecast() - Forecast from a fitted steady-state BVAR model
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ppi() - Prior Probability Interval for a Normal Distribution
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priors() - Specify priors for the steady-state BVAR model
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restrict_beta() - Restrict VAR coefficients to zero
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setup() - Set up the steady-state BVAR model
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steady_state_priors_plot() - Plot steady-state priors
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stochastic_volatility_plot() - Plot stochastic volatility estimates and forecasts
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summary(<bvar>) - Summarize a fitted steady-state BVAR model