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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 (2024). BGVAR: Bayesian Global Vector Autoregressions. R package version 2.5.8, 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 = {2024},
    note = {{R} package version 2.5.8},
    url = {https://CRAN.R-project.org/package=BGVAR},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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