bvar                    Bayesian Vector Autoregression Objects
bvartools               bvartools: Bayesian Inference of Vector
                        Autoregressive Models
bvec                    Bayesian Vector Error Correction Objects
bvec_to_bvar            Transform a VECM to VAR in levels
bvs                     Bayesian Variable Selection
e1                      West German economic time series data
e6                      German interest and inflation rate data
fevd                    Forecast Error Variance Decomposition
gen_var                 Vector Autoregressive Model Input
gen_vec                 Vector Error Correction Model Input
inclusion_prior         Prior Inclusion Probabilities
irf                     Impulse Response Function
kalman_dk               Durbin and Koopman Simulation Smoother
loglik_normal           Calculates the log-likelihood of a multivariate
                        normal distribution.
minnesota_prior         Minnesota Prior
plot.bvarprd            Plotting Forecasts of BVAR Models
post_coint_kls          Posterior Draw for Cointegration Models
post_coint_kls_sur      Posterior Draw for Cointegration Models
post_normal             Posterior Draw from a Normal Distribution
post_normal_sur         Posterior Draw from a Normal Distribution
ssvs                    Stochastic Search Variable Selection
ssvs_prior              Stochastic Search Variable Selection Prior
summary.bvar            Summarising Bayesian VAR Coefficients
summary.bvec            Summarising Bayesian VEC Coefficients
thin                    Thinning Posterior Draws
us_macrodata            US macroeconomic data
