To cite the bsvars package in publications please use:

Woźniak, Tomasz (2025). bsvars: Bayesian Estimation of Structural Vector Autoregressive Models. R package version 4.0, URL: https://cran.r-project.org/package=bsvars,<doi:10.32614/CRAN.package.bsvars>.

To cite the bsvars package in publications please use:

Woźniak, Tomasz (2025). Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars,<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. (2025). Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. University of Melbourne Working Papers, 1-18.<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 = {2025},
    pages = {1--18},
    doi = {10.1016/j.jeconom.2025.106107},
  }