https://markjwbecker.r-universe.devRecent package updates in markjwbeckerR-universehttps://github.com/markjwbecker.pnghttps://markjwbecker.r-universe.devTue, 15 Sep 2026 05:51:07 GMTmark.jw.becker@gmail.com (Mark Becker)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>.https://github.com/r-universe/markjwbecker/actions/runs/38701613293Tue, 15 Sep 2026 05:51:07 GMTSteadyStateBVAR0.2.0.9000successhttps://markjwbecker.r-universe.devhttps://github.com/markjwbecker/steadystatebvarAR1-stochastic-volatility-steady-state-BVAR.RmdAR1-stochastic-volatility-steady-state-BVAR.htmlAR(1) stochastic volatility steady-state BVAR2026-06-30 00:23:512026-09-14 20:35:10Homoscedastic-steady-state-BVAR.RmdHomoscedastic-steady-state-BVAR.htmlHomoscedastic steady-state BVAR (Villani, 2009)2026-06-25 22:04:042026-09-14 20:35:10RW-stochastic-volatility-steady-state-BVAR.RmdRW-stochastic-volatility-steady-state-BVAR.htmlRandom Walk stochastic volatility steady-state BVAR (Clark, 2011)2026-06-28 23:58:292026-09-14 20:35:10SteadyStateBVAR-intro.RmdSteadyStateBVAR-intro.htmlSteady-state BVAR models2026-09-09 06:27:392026-09-13 17:26:47