To cite package ‘shrinkTVPVAR’ in publications use: Knaus P (2024). _shrinkTVPVAR: Efficient Bayesian Inference for TVP-VAR-SV Models with Shrinkage_. R package version 0.1.1, . A BibTeX entry for LaTeX users is @Manual{, title = {shrinkTVPVAR: Efficient Bayesian Inference for TVP-VAR-SV Models with Shrinkage}, author = {Peter Knaus}, year = {2024}, note = {R package version 0.1.1}, url = {https://CRAN.R-project.org/package=shrinkTVPVAR}, }