To cite BVAR in publications please use:

Kuschnig N, Vashold L (2021). “BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R.” Journal of Statistical Software.

Kuschnig N, Vashold L (2020). BVAR: Hierarchical Bayesian Vector Autoregression. R package version 1.0.1, https://CRAN.R-project.org/package=BVAR.

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

Corresponding BibTeX entries:

  @Article{,
    title = {{BVAR}: {B}ayesian Vector Autoregressions with
      Hierarchical Prior Selection in {R}},
    author = {Nikolas Kuschnig and Lukas Vashold},
    year = {2021},
    journal = {Journal of Statistical Software},
    number = {forthcoming},
  }

  @Manual{,
    title = {{BVAR}: {H}ierarchical {B}ayesian Vector Autoregression},
    author = {Nikolas Kuschnig and Lukas Vashold},
    year = {2020},
    note = {{R} package version 1.0.1},
    url = {https://CRAN.R-project.org/package=BVAR},
  }