citHeader("To cite bvartools in publications use:")

year <- sub("-.*", "", meta$Date)
note <- sprintf("R package version %s", meta$Version)

bibentry(bibtype = "Manual",
         title = "{bvartools}: Bayesian Inference of Vector Autoregressive and Error Correction Models",
         author = person(c("Franz", "X."), "Mohr"),
         year = year,
         note = note,
         url = "https://CRAN.R-project.org/package=bvartools",
         textVersion = paste0("Franz X. Mohr (",
                year,
                "). bvartools: Bayesian Inference of Vector Autoregressive and Error Correction Models. ",
                note, "."))

bibentry(header = "To cite the algortihm of Koop et al. (2010) use:",
         bibtype = "article",
         title = "Efficient posterior simulation for cointegrated models with priors on the cointegration space",
         author = c(person("G.", "Koop"),
                    person("R.", "León-González"),
                    person(c("R.", "W."), "Strachan")),
         year = "2010",
         journal = "Econometric Reviews",
         volume = "29",
         number = "2",
         pages = "224--242",
         doi = "10.1080/07474930903382208",
         textVersion = paste0("G. Koop, R. León-González, & R. W. Strachan (2010). ",
                "Efficient posterior simulation for cointegrated models with priors on the cointegration space ",
                "Econometric Reviews, 29(2), 224--242. ",
                "doi:10.1080/07474930903382208")
)

bibentry(header = "To cite the algortihm of Koop et al. (2011) use:",
         bibtype = "article",
         title = "Bayesian inference in a time varying cointegration model",
         author = c(person("G.", "Koop"),
                    person("R.", "León-González"),
                    person(c("R.", "W."), "Strachan")),
         year = "2011",
         journal = "Journal of Econometrics",
         volume = "165",
         number = "2",
         pages = "210--220",
         doi = "10.1016/j.jeconom.2011.07.007",
         textVersion = paste0("G. Koop, R. León-González, & R. W. Strachan (2011). ",
                "Bayesian inference in a time varying cointegration model ",
                "Journal of Econometrics, 165(2), 210--220. ",
                "doi:10.1016/j.jeconom.2011.07.007")
)


bibentry(header = "To cite the algortihm of Durbin & Koopman (2002) use:",
         bibtype = "article",
         title = "A simple and efficient simulation smoother for state space time series analysis",
         author = c(person("J.", "Durbin"),
                    person(c("S.", "J."), "Koopman")),
         year = "2002",
         journal = "Biometrika",
         volume = "89",
         number = "3",
         pages = "603--615",
         textVersion = paste0("J. Durbin & S. J. Koopman (2002). ",
                "A simple and efficient simulation smoother for state space time series analysis ",
                "Biometrika 89(3), 603--615.")
)

bibentry(header = "To cite the SSVS algortihm of George et al. (2008) use:",
         bibtype = "article",
         title = "Bayesian stochastic search for VAR model restrictions",
         author = c(person(c("E.", "I."), "George"),
                    person("D.", "Sun"),
                    person("S.", "Ni")),
         year = "2008",
         journal = "Journal of Econometrics",
         volume = "142",
         number = "1",
         pages = "553--580",
         doi = "10.1016/j.jeconom.2007.08.017",
         textVersion = paste0("E. I. George, D. Sun, & S. Ni (2008). ",
                "Bayesian stochastic search for VAR model restrictions ",
                "Journal of Econometrics 142(1), 553-580. ",
                "doi:10.1016/j.jeconom.2007.08.017")
)

bibentry(header = "To cite the BVS algortihm of Korobilis (2013) use:",
         bibtype = "article",
         title = "VAR forecasting using Bayesian variable selection",
         author = person("D.", "Korobilis"),
         year = "2013",
         journal = "Journal of Applied Econometrics",
         volume = "28",
         number = "2",
         pages = "204--230",
         doi = "10.1002/jae.1271",
         textVersion = paste0("D. Korobilis (2013). ",
                "VAR forecasting using Bayesian variable selection ",
                "Journal of Applied Econometrics 28(2), 204-230. ",
                "doi:10.1002/jae.1271")
)

bibentry(header = "To cite the stochastic volatility algortihm of Kim et al. (1998) use:",
         bibtype = "article",
         title = "Stochastic volatility. Likelihood inference and comparison with ARCH models",
         author = c(person("S.", "Kim"),
                    person("N.", "Shephard"),
                    person("S.", "Chib")),
         year = "1998",
         journal = "Review of Economic Studies",
         volume = "65",
         number = "3",
         pages = "361--393",
         doi = "10.1111/1467-937X.00050",
         textVersion = paste0("S. Kim, N. Shephard, & S. Chib (1998). ",
                "Stochastic volatility. Likelihood inference and comparison with ARCH models ",
                "Review of Economic Studies 65(3), 361-393. ",
                "doi:10.1111/1467-937X.00050")
)

bibentry(header = "To cite the stochastic volatility algortihm of Omori et al. (2007) use:",
         bibtype = "article",
         title = "Stochastic volatiltiy with leverage. Fast and efficient likelihood inference",
         author = c(person("Y.", "Omori"),
                    person("S.", "Chib"),
                    person("N.", "Shephard"),
                    person("J.", "Nakajima")),
         year = "2007",
         journal = "Journal of Econometrics",
         volume = "140",
         number = "2",
         pages = "425--449",
         doi = "10.1016/j.jeconom.2006.07.008",
         textVersion = paste0("Y. Omori, S. Chib, N. Shephard, & J. Nakajima (2007). ",
                "Stochastic volatiltiy with leverage. Fast and efficient likelihood inference ",
                "Journal of Econometrics 140(2), 425-449. ",
                "doi:10.1016/j.jeconom.2006.07.008")
)