To cite BVAR in publications please use:

Kuschnig N, Vashold L (2019). “BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R.” Department of Economics Working Paper Series 296, WU Vienna University of Economics and Business. https://epub.wu.ac.at/7216/.

To cite the current version of BVAR please use:

Kuschnig N, Vashold L (2020). BVAR: Hierarchical Bayesian Vector Autoregression. R package version 1.0.0, https://CRAN.R-project.org/package=BVAR.

BibTeX entries can be obtained by ‘toBibtex(citation("BVAR"))’

Corresponding BibTeX entries:

  @TechReport{,
    title = {{BVAR}: {B}ayesian Vector Autoregressions with
      Hierarchical Prior Selection in {R}},
    author = {Nikolas Kuschnig and Lukas Vashold},
    year = {2019},
    type = {Department of Economics Working Paper Series},
    institution = {WU Vienna University of Economics and Business},
    number = {296},
    url = {https://epub.wu.ac.at/7216/},
  }

  @Manual{,
    title = {{BVAR}: {H}ierarchical {B}ayesian Vector Autoregression},
    author = {Nikolas Kuschnig and Lukas Vashold},
    year = {2020},
    note = {{R} package version 1.0.0},
    url = {https://CRAN.R-project.org/package=BVAR},
  }