SteadyStateBVAR: Bayesian Vector Autoregressions with Steady-State Priors

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 response analysis. For details on the steady-state BVAR model see Villani (2009) <doi:10.1002/jae.1065>.

Version:	0.1.0
Depends:	R (≥ 3.6.0)
Imports:	graphics, grDevices, methods, MTS (≥ 1.2.1), Rcpp (≥ 0.12.0), RcppParallel (≥ 5.0.1), rstan (≥ 2.32.7), rstantools (≥ 2.6.0), stats, utils
LinkingTo:	BH (≥ 1.66.0), Rcpp (≥ 0.12.0), RcppEigen (≥ 0.3.3.3.0), RcppParallel (≥ 5.0.1), rstan (≥ 2.18.1), StanHeaders (≥ 2.18.0)
Suggests:	knitr, rmarkdown, testthat (≥ 3.0.0)
Published:	2026-07-24
DOI:	10.32614/CRAN.package.SteadyStateBVAR (may not be active yet)
Author:	Mark Becker [aut, cre, cph]
Maintainer:	Mark Becker <mark.jw.becker at gmail.com>
BugReports:	https://github.com/markjwbecker/SteadyStateBVAR/issues
License:	GPL (≥ 3)
URL:	https://github.com/markjwbecker/SteadyStateBVAR, https://markjwbecker.github.io/SteadyStateBVAR/
NeedsCompilation:	yes
SystemRequirements:	GNU make
Citation:	SteadyStateBVAR citation info
Materials:	README, NEWS
CRAN checks:	SteadyStateBVAR results

Documentation:

Reference manual:	SteadyStateBVAR.html , SteadyStateBVAR.pdf
Vignettes:	AR(1) stochastic volatility steady-state BVAR (source) Homoscedastic steady-state BVAR (Villani, 2009) (source) Random Walk stochastic volatility steady-state BVAR (Clark, 2011) (source)

Downloads:

Package source:	SteadyStateBVAR_0.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): SteadyStateBVAR_0.1.0.tgz, r-oldrel (arm64): SteadyStateBVAR_0.1.0.tgz, r-release (x86_64): SteadyStateBVAR_0.1.0.tgz, r-oldrel (x86_64): SteadyStateBVAR_0.1.0.tgz

Linking:

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