Authors and Citation

Authors

• Luis Gruber. Copyright holder, author, maintainer.

• Stefan Haan. Author.

• Gregor Kastner. Author, thesis advisor.

Citation

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

@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},
}

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.

@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},
}