To cite the bsvars package in publications please use:
Woźniak T (2024).bsvars: Bayesian Estimation of Structural Vector Autoregressive Models.doi:10.32614/CRAN.package.bsvars, R package version 3.1,https://CRAN.R-project.org/package=bsvars.
To cite the bsvars package in publications please use:
Woźniak T (2024).“Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars.”University of Melbourne Working Paper, 1–25.doi:10.48550/arXiv.2410.15090.
To cite methods for SVAR-SV models used in bsvars package in publications please use:
Lütkepohl H, Shang F, Uzeda L, Woźniak T (2024).“Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference.”University of Melbourne Working Papers, 1–57.doi:10.48550/arXiv.2404.11057.
Corresponding BibTeX entries:
@Manual{, title = {bsvars: Bayesian Estimation of Structural Vector Autoregressive Models}, author = {Tomasz Wo\'zniak}, year = {2024}, note = {R package version 3.1}, url = {https://CRAN.R-project.org/package=bsvars}, doi = {10.32614/CRAN.package.bsvars}, } @Article{, title = {Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars}, author = {Tomasz Wo\'zniak}, year = {2024}, journal = {University of Melbourne Working Paper}, pages = {1--25}, doi = {10.48550/arXiv.2410.15090}, } @Article{, title = {Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference}, author = {Helmut Lütkepohl and Fei Shang and Luis Uzeda and Tomasz Wo\'zniak}, journal = {University of Melbourne Working Papers}, year = {2024}, pages = {1--57}, doi = {10.48550/arXiv.2404.11057}, }