To cite package ‘shrinkTVPVAR’ in publications use:

Knaus P (2025). shrinkTVPVAR: Efficient Bayesian Inference for TVP-VAR-SV Models with Shrinkage. R package version 1.0.1, https://CRAN.R-project.org/package=shrinkTVPVAR.

Corresponding BibTeX entry:

  @Manual{,
    title = {shrinkTVPVAR: Efficient Bayesian Inference for TVP-VAR-SV
      Models with Shrinkage},
    author = {Peter Knaus},
    year = {2025},
    note = {R package version 1.0.1},
    url = {https://CRAN.R-project.org/package=shrinkTVPVAR},
  }