To cite BVAR in publications please use:

Kuschnig N, Vashold L (2019). BVAR: Hierarchical Bayesian Vector Autoregression. R package version 0.2.0, https://CRAN.R-project.org/package=BVAR.

Corresponding BibTeX entry:

  @Manual{,
    title = {{BVAR}: Hierarchical Bayesian Vector Autoregression},
    author = {Nikolas Kuschnig and Lukas Vashold},
    year = {2019},
    note = {R package version 0.2.0},
    url = {https://CRAN.R-project.org/package=BVAR},
  }