To cite BVAR in publications use:

Kuschnig N, Vashold L (2021). “BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R.” Journal of Statistical Software, 100(14), 1–27. doi: 10.18637/jss.v100.i14.

To cite the BVAR package please use:

Kuschnig N, Vashold L (2021). BVAR: Hierarchical Prior Selection in R. R package version 1.0.2, https://CRAN.R-project.org/package=BVAR.

Corresponding BibTeX entries:

  @Article{,
    title = {{BVAR}: {B}ayesian Vector Autoregressions with
      Hierarchical Prior Selection in {R}},
    author = {Nikolas Kuschnig and Lukas Vashold},
    journal = {Journal of Statistical Software},
    year = {2021},
    volume = {100},
    number = {14},
    pages = {1--27},
    doi = {10.18637/jss.v100.i14},
  }
  @Manual{,
    title = {{BVAR}: Hierarchical Prior Selection in {R}},
    author = {Nikolas Kuschnig and Lukas Vashold},
    journal = {Journal of Statistical Software},
    year = {2021},
    note = {{R} package version 1.0.2},
    url = {https://CRAN.R-project.org/package=BVAR},
  }