Authors and Citation

Authors

• Tomasz Woźniak. Author, maintainer.

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

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, 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. (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.

@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},
}