# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "bvars" in publications use:' type: software license: GPL-3.0-or-later title: 'bvars: Bayesian Forecasting with Large Vector Autoregressions' version: 1.0.0.9000 doi: 10.32614/CRAN.package.bvars abstract: 'Provides fast and efficient procedures for Bayesian estimation and forecasting using state-of-the-art Vector Autoregressions. This package includes the model proposed by Chan (2020) , that is, a Bayesian Vector Autoregression with Minnesota priors and a flexible structure of the error term specification. The latter includes: conditional multivariate normal or Student’s t distributions, as well as homoskedastic or heteroskedastic specifications with a common volatility modelled by centred or non-centred Stochastic Volatility. Additionally, the package facilitates predictive analyses using density forecasting and forecast-error variance decompositions. All this is complemented by simple workflows, useful plots and summary functions, and comprehensive documentation. The ''bvars'' package aligns with R packages ''bsvars'' by Woźniak (2024) , ''bsvarSIGNs'' by Wang & Woźniak (2025) , and ''bpvars'' by Woźniak (2025) regarding objects, workflows, and code structure, and they constitute an integrated toolset.' authors: - family-names: Liu given-names: Rui email: rl3023@columbia.edu orcid: https://orcid.org/0009-0008-9348-8581 - family-names: Ramirez Hassan given-names: Andrés email: aramir21@gmail.com orcid: https://orcid.org/0000-0002-0467-7903 - family-names: Woźniak given-names: Tomasz email: wozniak.tom@pm.me orcid: https://orcid.org/0000-0003-2212-2378 repository: https://bsvars.r-universe.dev repository-code: https://github.com/bsvars/bvars commit: 7b9d06d4b29e421b38ed2ed088494ff5e37db8e6 url: https://bsvars.org/bvars/ date-released: '2026-06-03' contact: - family-names: Woźniak given-names: Tomasz email: wozniak.tom@pm.me orcid: https://orcid.org/0000-0003-2212-2378