To cite BGVAR in publications use:
Boeck M, Feldkircher M, Huber F (2022). “BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R.” Journal of Statistical Software, 104(9), 1–28. doi:10.18637/jss.v104.i09.
To cite the current version of BGVAR package please use:
Boeck M, Feldkircher M, Huber F (2025). BGVAR: Bayesian Global Vector Autoregressions. R package version 2.5.9, https://CRAN.R-project.org/package=BGVAR.
BibTeX entries can be obtained by ‘toBibtex(citation("BGVAR"))’
Corresponding BibTeX entries:
@Article{,
title = {{BGVAR}: {B}ayesian Global Vector Autoregressions with
Shrinkage Priors in {R}},
author = {Maximilian Boeck and Martin Feldkircher and Florian
Huber},
journal = {Journal of Statistical Software},
year = {2022},
volume = {104},
number = {9},
pages = {1--28},
doi = {10.18637/jss.v104.i09},
}
@Manual{,
entry = {manual},
title = {{BGVAR}: {B}ayesian Global Vector Autoregressions},
author = {Maximilian Boeck and Martin Feldkircher and Florian
Huber},
year = {2025},
note = {{R} package version 2.5.9},
url = {https://CRAN.R-project.org/package=BGVAR},
}