To cite mfbvar in publications use:

Ankargren S, Yang Y (2021). “Mixed-Frequency Bayesian VAR Models in R: the mfbvar package.” R package vignette.

For the adaptive simulation smoother, please cite:

Ankargren S, Jonéus P (2020). “Simulation Smoothing for Nowcasting with Large Mixed-Frequency VARs.” Econometrics and Statistics. doi: 10.1016/j.ecosta.2020.05.007.

For the steady-state mixed-frequency BVAR, please cite:

Ankargren S, Unosson M, Yang Y (2020). “A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior.” Journal of Time Series Econometrics, 12(2). doi: 10.1515/jtse-2018-0034.

For the mixed-frequency BVAR with factor stochastic volatility, please cite:

Ankargren S, Jonéus P (2019). “Estimating Large Mixed-Frequency Bayesian VAR Models.” arXiv. https://arxiv.org/abs/1912.02231.

Corresponding BibTeX entries:

  @Article{,
    title = {Mixed-Frequency {B}ayesian {VAR} Models in {R}: the
      {mfbvar} package},
    author = {Sebastian Ankargren and Yukai Yang},
    journal = {R package vignette},
    year = {2021},
  }

  @Article{,
    title = {Simulation Smoothing for Nowcasting with Large
      Mixed-Frequency {VAR}s},
    author = {Sebastian Ankargren and Paulina Jon\'{e}us},
    journal = {Econometrics and Statistics},
    year = {2020},
    doi = {10.1016/j.ecosta.2020.05.007},
  }

  @Article{,
    title = {A Flexible Mixed-Frequency Vector Autoregression with a
      Steady-State Prior},
    author = {Sebastian Ankargren and Måns Unosson and Yukai Yang},
    journal = {Journal of Time Series Econometrics},
    volume = {12},
    number = {2},
    year = {2020},
    doi = {10.1515/jtse-2018-0034},
  }

  @Article{,
    title = {Estimating Large Mixed-Frequency Bayesian VAR Models},
    author = {Sebastian Ankargren and Paulina Jon\'{e}us},
    journal = {arXiv},
    year = {2019},
    url = {https://arxiv.org/abs/1912.02231},
  }