├── .Rbuildignore ├── .github ├── .gitignore └── workflows │ └── R-CMD-check.yaml ├── .gitignore ├── DESCRIPTION ├── NAMESPACE ├── NEWS.md ├── R ├── RcppExports.R ├── add_priors.R ├── add_priors.bvarmodel.R ├── add_priors.bvecmodel.R ├── add_priors.dfmodel.R ├── bvar.R ├── bvar_fill_helper.R ├── bvarpost.R ├── bvartools-package.R ├── bvec.R ├── bvec_to_bvar.R ├── bvecpost.R ├── data.R ├── dfm.R ├── dfmpost.R ├── draw_posterior.R ├── draw_posterior.bvarmodel.R ├── draw_posterior.bvecmodel.R ├── draw_posterior.dfmodel.R ├── fevd.R ├── fevd.bvar.R ├── gen_dfm.R ├── gen_var.R ├── gen_vec.R ├── get_regressor_names.R ├── inclusion_prior.R ├── irf.R ├── irf.bvar.R ├── minnesota_prior.R ├── plot.bvar.R ├── plot.bvarfevd.R ├── plot.bvarirf.R ├── plot.bvarlist.R ├── plot.bvarprd.R ├── plot.bvec.R ├── plot.dfm.R ├── post_normal_covar_const.R ├── post_normal_covar_tvp.R ├── predict.bvar.R ├── print.summary.bvar.R ├── print.summary.bvec.R ├── ssvs_prior.R ├── summary.bvar.R ├── summary.bvarlist.R ├── summary.bvec.R ├── summary.dfm.R ├── thin.bvar.R ├── thin.bvarlist.R ├── thin.bvec.R ├── thin.dfm.R ├── tvpribbon.R └── zzz.R ├── README.Rmd ├── README.md ├── README_files ├── figure-gfm │ ├── data-1.png │ ├── feir-1.png │ ├── fevd-1.png │ ├── forecasts-1.png │ ├── forecasts-2.png │ ├── forecasts-3.png │ ├── gir-1.png │ ├── oir-1.png │ ├── unnamed-chunk-4-1.png │ └── unnamed-chunk-5-1.png └── figure-markdown_github │ ├── art-data-1.png │ ├── data-1.png │ ├── feir-1.png │ ├── fevd-1.png │ ├── forecasts-1.png │ ├── gir-1.png │ ├── ir-1.png │ └── oir-1.png ├── bvartools.Rproj ├── cran-comments.md ├── data-raw ├── bem_20.R ├── bem_dfmdata.R ├── bem_dfmdata.csv ├── data_uk.txt ├── e1.dat ├── e6.dat ├── fred_qd.csv ├── luetkepohl_data.R └── uk_macrodata.R ├── data ├── bem_dfmdata.rda ├── e1.rda ├── e6.rda └── us_macrodata.rda ├── inst ├── CITATION └── include │ ├── bvartools.h │ └── bvartools_RcppExports.h ├── man ├── add_priors.Rd ├── add_priors.bvarmodel.Rd ├── add_priors.bvecmodel.Rd ├── add_priors.dfmodel.Rd ├── bem_dfmdata.Rd ├── bvar.Rd ├── bvarpost.Rd ├── bvartools-package.Rd ├── bvec.Rd ├── bvec_to_bvar.Rd ├── bvecpost.Rd ├── bvs.Rd ├── covar_prepare_data.Rd ├── covar_vector_to_matrix.Rd ├── dfm.Rd ├── dfmpost.Rd ├── draw_posterior.Rd ├── draw_posterior.bvarmodel.Rd ├── draw_posterior.bvecmodel.Rd ├── draw_posterior.dfmodel.Rd ├── e1.Rd ├── e6.Rd ├── fevd.Rd ├── fevd.bvar.Rd ├── gen_dfm.Rd ├── gen_var.Rd ├── gen_vec.Rd ├── inclusion_prior.Rd ├── irf.Rd ├── irf.bvar.Rd ├── kalman_dk.Rd ├── loglik_normal.Rd ├── minnesota_prior.Rd ├── plot.bvarlist.Rd ├── plot.bvarprd.Rd ├── post_coint_kls.Rd ├── post_coint_kls_sur.Rd ├── post_gamma_measurement_variance.Rd ├── post_gamma_state_variance.Rd ├── post_normal.Rd ├── post_normal_covar_const.Rd ├── post_normal_covar_tvp.Rd ├── post_normal_sur.Rd ├── ssvs.Rd ├── ssvs_prior.Rd ├── stoch_vol.Rd ├── stochvol_ksc1998.Rd ├── stochvol_ocsn2007.Rd ├── summary.bvar.Rd ├── summary.bvarlist.Rd ├── summary.bvec.Rd ├── 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