Changes in version 1.0.0.9000 Changes in version 1.0 (2025-12-11) 1. This package is alive! #1 2. The package includes the Gibbs sampler for a Bayesian Hierarchical Panel Vector Autoregression model. #2 3. The package includes labour market dynamic panel data. #3 4. The package includes the forecast method. #5 5. The package includes possibility of conditional forecasting given projected paths of some of the variables. #8 6. The package includes estimation and forecasting with exogenous variables. #12 7. The package includes forecast error variance decomposition analysis #14 8. The package includes plot and summary routines #17 9. The package features a hexagonal logo #26 with the code for reproduction 10. The package includes a pkgdown website #26 11. The package is featured at bsvars.org 12. Included several simple models like that by JarociƄski (2010) and country-specific VARs for dynamic panel data #34 13. Included a model with group-specific prior #29 14. Included functionality for pseudo-out-of-sample forecasting and forecast performance evaluation #28 15. Included missing variable treatment for all models #36