To cite package ‘bayesianVARs’ in publications use:

Gruber L, Haan S, Kastner G (2026). bayesianVARs: MCMC Estimation of Bayesian Vectorautoregressions. https://doi.org/10.32614/CRAN.package.bayesianVARs.

To refer to the shrinkage methodology used in bayesianVARs please cite:

Gruber L, Kastner G (2025). “Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!” International Journal of Forecasting, 41(4), 1589–1619. doi:10.1016/j.ijforecast.2025.02.001.

Corresponding BibTeX entries:

  @Manual{,
    title = {{bayesianVARs}: {MCMC} Estimation of {Bayesian}
      Vectorautoregressions},
    author = {Luis Gruber and Stefan Haan and Gregor Kastner},
    year = {2026},
    note = {https://doi.org/10.32614/CRAN.package.bayesianVARs},
  }

  @Article{,
    title = {Forecasting macroeconomic data with {Bayesian VARs}:
      Sparse or dense? It depends!},
    author = {Luis Gruber and Gregor Kastner},
    journal = {International Journal of Forecasting},
    year = {2025},
    volume = {41},
    number = {4},
    pages = {1589--1619},
    doi = {10.1016/j.ijforecast.2025.02.001},
  }