Hi all,

the package BVAR (joint work with Sven Schreiber) is now available and ready to be downloaded!

As you can imagine it deals with Bayesian VAR estimation: at the moment it covers the diffuse, fixed, conjugate and independent prior setups (major details in the manual) providing, among the others, posterior predictions and impulse response functions (Cholesky identification scheme). Parallelization is also enabled via the auxiliary package parallel_func.

Have fun and stay tuned for future upgrades!

Best regards,

Luca Pedini