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Authors and Citation

Authors

  • Tomasz Woźniak. Author, maintainer. ROR

  • Fei Shang. Contributor.
    co-authored the Journal of Econometrics methodological paper by Lütkepohl, Shang, Uzeda, Woźniak (2026), introduced major code corrections and improvements

  • Helmut Lütkepohl. Contributor.
    co-authored the Journal of Econometrics methodological paper by Lütkepohl, Shang, Uzeda, Woźniak (2026)

  • Luis Uzeda. Contributor.
    co-authored the Journal of Econometrics methodological paper by Lütkepohl, Shang, Uzeda, Woźniak (2026)

  • Xiaolei Wang. Contributor.
    corrected C++ code for historical decompositions

  • Bruno Cavalcante. Contributor.
    corrected R code for HMSH forecasting

Citation

Source: inst/CITATION

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.

@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},
}

Woźniak, Tomasz (2025). Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars. University of Melbourne Working Paper, DOI: 10.48550/arXiv.2410.15090.

@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},
}

Lütkepohl, H., Shang, F., Uzeda, L., Woźniak, T. (2026). Partial Identification of Structural Vector Autoregressions with Non-centred Stochastic Volatility. Journal of Econometrics, Vol. 256, pp. 106107. DOI: 10.1016/j.jeconom.2025.106107.

@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},
}