To cite the working paper introducing the BGVAR package in publications please use:

Böck M, Feldkircher M, Huber F (2020). “BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R.” Working paper 395, Federal Reserve Dallas.

To cite BGVAR package directly please use:

Böck M, Feldkircher M, Huber F (2020). BGVAR: Bayesian Global Vector Autoregressions.

To cite the current version of BGVAR package please use:

Böck M, Feldkircher M, Huber F (2022). BGVAR: Bayesian Global Vector Autoregressions. R package version 2.5.0, https://CRAN.R-project.org/package=BGVAR.

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

Corresponding BibTeX entries:

  @TechReport{,
    title = {{BGVAR}: {B}ayesian Global Vector Autoregressions with
      Shrinkage Priors in {R}},
    author = {Maximilian Böck and Martin Feldkircher and Florian
      Huber},
    year = {2020},
    institution = {Federal Reserve Dallas},
    type = {Working paper},
    number = {395},
  }

  @Manual{,
    title = {{BGVAR}: {B}ayesian Global Vector Autoregressions},
    author = {Maximilian Böck and Martin Feldkircher and Florian
      Huber},
    year = {2020},
  }

  @Manual{,
    title = {{BGVAR}: {B}ayesian Global Vector Autoregressions},
    author = {Maximilian Böck and Martin Feldkircher and Florian
      Huber},
    year = {2022},
    note = {{R} package version 2.5.0},
    url = {https://CRAN.R-project.org/package=BGVAR},
  }