To cite the bsvars package in publications please use:
Woźniak T (2025). bsvars: Bayesian Estimation of Structural Vector Autoregressive Models. doi:10.32614/CRAN.package.bsvars. R package version 4.0, https://CRAN.R-project.org/package=bsvars.
To cite the bsvars package in publications please use:
Woźniak T (2025). “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 (2026). “Partial Identification of Structural Vector Autoregressions with Non-centred Stochastic Volatility.” Journal of Econometrics, 256, 106107. doi:10.1016/j.jeconom.2025.106107.
Corresponding BibTeX entries:
@Manual{,
title = {bsvars: Bayesian Estimation of Structural Vector
Autoregressive Models},
author = {Tomasz Wo\'zniak},
year = {2025},
note = {R package version 4.0},
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 = {2025},
journal = {University of Melbourne Working Paper},
pages = {1--25},
doi = {10.48550/arXiv.2410.15090},
}
@Article{,
title = {Partial Identification of Structural Vector
Autoregressions with Non-centred Stochastic Volatility},
author = {Helmut Lütkepohl and Fei Shang and Luis Uzeda and Tomasz
Wo\'zniak},
journal = {Journal of Econometrics},
year = {2026},
volume = {256},
pages = {106107},
doi = {10.1016/j.jeconom.2025.106107},
}