To cite shrinkTVP in publications use:

Knaus P, Bitto-Nemling A, Cadonna A, Fr├╝hwirth-Schnatter S (2021). “Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP.” Journal of Statistical Software, 100(13), 1–32. doi: 10.18637/jss.v100.i13.

Corresponding BibTeX entry:

  @Article{,
    title = {Shrinkage in the Time-Varying Parameter Model Framework
      Using the {R} Package {shrinkTVP}},
    author = {Peter Knaus and Angela Bitto-Nemling and Annalisa Cadonna
      and Sylvia Fr\"uhwirth-Schnatter},
    journal = {Journal of Statistical Software},
    year = {2021},
    volume = {100},
    number = {13},
    pages = {1--32},
    doi = {10.18637/jss.v100.i13},
  }