The package bvarrKK may be useful for estimating bayesian VAR models.
It contains a translation to R of the matlab code by Gary Koops and Dimitris Korobilis with minor improvements.
You may install the package usinge the commands:
install.packages("devtools")
devtools::install_github("bdemeshev/bvarrKK")Replication of KK code:
library("bvarr")
data(Yraw)
model <- bvar(Yraw,prior = "independent")
bvar.imp.plot(model)
bvar.summary(model)This code is not developed anymore. You are free to start...