Panel VAR Models with Interactive Fixed Effects R package pvarife version 0.1.2 Implements the estimator of Tugan (2021) <doi:10.1093/ectj/utaa021> for panel vector autoregression (VAR) models with interactive fixed effects. Provides joint estimation of VAR coefficients, latent common factors, and factor loadings via an iterative algorithm that alternates between principal component estimation of the factors and least squares estimation of the VAR coefficients, following the approach of Bai (2009) <doi:10.3982/ECTA6135>. Supports impulse response functions under recursive (Cholesky) identification, parametric confidence bands from the joint asymptotic distribution of the estimator (Theorem 2.3), and a classical residual bootstrap for robustness checks. Software Depends: R (>= 4.1.0) Imports: stats, mvtnorm, ggplot2, rlang Suggests: testthat (>= 3.0.0), knitr, rmarkdown Binzhi Chen <Binzhi.Chen9@gmail.com> Comprehensive R Archive Network (CRAN) Binzhi Chen [aut, cre] (ORCID: <https://orcid.org/0000-0002-5094-7740>) GPL-3 2026-06-13 application/tgz https://CRAN.R-project.org/package=pvarife doi:10.32614/CRAN.package.pvarife