Authors and Citation

Authors

• Tomasz Woźniak. Author, maintainer.

Citation

Woźniak, Tomasz (2024). bsvars: Bayesian Estimation of Structural Vector Autoregressive Models. R package version 3.1, 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 = {2024},
  note = {R package version 3.1},
  url = {https://CRAN.R-project.org/package=bsvars},
  doi = {10.32614/CRAN.package.bsvars},
}

Lütkepohl, H., Shang, F., Uzeda, L., Woźniak, T. (2024). Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. University of Melbourne Working Papers, 1-57. DOI: 10.48550/arXiv.2404.11057.

@Article{,
  title = {Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference},
  author = {Helmut Lütkepohl and Fei Shang and Luis Uzeda and Tomasz Wo\'zniak},
  journal = {University of Melbourne Working Papers},
  year = {2024},
  pages = {1--57},
  doi = {10.48550/arXiv.2404.11057},
}