Bayesian Vector Autoregressions with Steady-State Priors R package SteadyStateBVAR version 0.1.1 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>. Software 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) Mark Becker <mark.jw.becker@gmail.com> Comprehensive R Archive Network (CRAN) Mark Becker [aut, cre, cph] GPL (>= 3) 2026-07-28 application/tgz https://CRAN.R-project.org/package=SteadyStateBVAR doi:10.32614/CRAN.package.SteadyStateBVAR