Hierarchical Bayesian Vector Autoregression R package BVAR version 1.0.5 CRAN Task View: Bayesian (https://CRAN.R-project.org/view=Bayesian) CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Estimation of hierarchical Bayesian vector autoregressive models following Kuschnig & Vashold (2021) <doi:10.18637/jss.v100.i14>. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015) <doi:10.1162/REST_a_00483>. Functions to compute and identify impulse responses, calculate forecasts, forecast error variance decompositions and scenarios are available. Several methods to print, plot and summarise results facilitate analysis. Software Depends: R (>= 3.3.0) Imports: mvtnorm, stats, graphics, utils, grDevices Suggests: coda, vars, tinytest Nikolas Kuschnig <nikolas.kuschnig@wu.ac.at> Comprehensive R Archive Network (CRAN) Nikolas Kuschnig [aut, cre] (ORCID: <https://orcid.org/0000-0002-6642-2543>), Lukas Vashold [aut] (ORCID: <https://orcid.org/0000-0002-3562-3414>), Nirai Tomass [ctb], Michael McCracken [dtc], Serena Ng [dtc] GPL-3 file LICENSE (https://CRAN.R-project.org/package=BVAR/LICENSE) 2024-02-16 application/tgz https://CRAN.R-project.org/package=BVAR doi:10.32614/CRAN.package.BVAR