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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "shrinkTVPVAR" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'shrinkTVPVAR: Efficient Bayesian Inference for TVP-VAR-SV Models with Shrinkage'
version: 0.1.1
doi: 10.32614/CRAN.package.shrinkTVPVAR
abstract: Efficient Markov chain Monte Carlo (MCMC) algorithms for fully Bayesian
  estimation of time-varying parameter vector autoregressive models with shrinkage
  priors. Details on the algorithms used are provided in Cadonna et al. (2020) <https://doi.org/10.3390/econometrics8020020>
  and Knaus et al. (2021) <https://doi.org/10.18637/jss.v100.i13>.
authors:
- family-names: Knaus
  given-names: Peter
  email: peter.knaus@wu.ac.at
  orcid: https://orcid.org/0000-0001-6498-7084
repository: https://neferkareii.r-universe.dev
commit: b2807bf92b5866bb6ca6a49d441cf5c73439c403
date-released: '2024-09-16'
contact:
- family-names: Knaus
  given-names: Peter
  email: peter.knaus@wu.ac.at
  orcid: https://orcid.org/0000-0001-6498-7084