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1. steady_state_bvar steady_state_bvar Public

   An R package for estimating the steady-state BVAR(p) model by Villani (2009). It uses the modern and flexible No-U-Turn sampler (a variant of Hamiltonian Monte Carlo) via Stan.

   R 3 1

2. SteadyStateBVAR SteadyStateBVAR Public

   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 respo…

   C++ 1 1

3. Karlsson2013inR Karlsson2013inR Public

   Algorithms in Karlsson (2013) implemented in R

   R