Bayesian Inference of Vector Autoregressive and Error Correction Models R package bvartools version 0.2.4 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Assists in the set-up of algorithms for Bayesian inference of vector autoregressive (VAR) and error correction (VEC) models. Functions for posterior simulation, forecasting, impulse response analysis and forecast error variance decomposition are largely based on the introductory texts of Chan, Koop, Poirier and Tobias (2019, ISBN: 9781108437493), Koop and Korobilis (2010) <doi:10.1561/0800000013> and Luetkepohl (2006, ISBN: 9783540262398). Software Depends: R (>= 3.4.0), coda, Matrix Imports: grDevices, graphics, methods, parallel, Rcpp (>= 0.12.14), stats LinkingTo: Rcpp, RcppArmadillo Suggests: knitr, rmarkdown Franz X. Mohr <franz.x.mohr@outlook.com> Comprehensive R Archive Network (CRAN) Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781) GPL (>= 2) 2024-01-08 application/tgz https://CRAN.R-project.org/package=bvartools doi:10.32614/CRAN.package.bvartools