Structural Bayesian Vector Autoregression Models R package BHSBVAR version 3.1.3 CRAN Task View: Bayesian (https://CRAN.R-project.org/view=Bayesian) Provides a function for estimating the parameters of Structural Bayesian Vector Autoregression models with the method developed by Baumeister and Hamilton (2015) <doi:10.3982/ECTA12356>, Baumeister and Hamilton (2017) <doi:10.3386/w24167>, and Baumeister and Hamilton (2018) <doi:10.1016/j.jmoneco.2018.06.005>. Functions for plotting impulse responses, historical decompositions, and posterior distributions of model parameters are also provided. Software Depends: R (>= 4.4.0) Imports: Rcpp (>= 1.1.0) LinkingTo: Rcpp, RcppArmadillo Suggests: rmarkdown, knitr, bookdown Paul Richardson <p.richardson.54391@gmail.com> Comprehensive R Archive Network (CRAN) Paul Richardson [aut, cre] GPL (>= 3) 2025-11-14 application/tgz https://CRAN.R-project.org/package=BHSBVAR doi:10.32614/CRAN.package.BHSBVAR en-US