Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters R package bvarsv version 1.1 CRAN Task View: Bayesian (https://CRAN.R-project.org/view=Bayesian) CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) R/C++ implementation of the model proposed by Primiceri ("Time Varying Structural Vector Autoregressions and Monetary Policy", Review of Economic Studies, 2005), with functionality for computing posterior predictive distributions and impulse responses. Software Imports: Rcpp (>= 0.11.0) LinkingTo: Rcpp, RcppArmadillo Fabian Krueger <Fabian.Krueger83@gmail.com> Comprehensive R Archive Network (CRAN) Fabian Krueger GPL (>= 2) 2015-11-25 application/tgz https://CRAN.R-project.org/package=bvarsv doi:10.32614/CRAN.package.bvarsv