Boeck, Maximilian, Martin Feldkircher, and Florian Huber. “BGVAR: Bayesian Global Vector Autoregressions With Shrinkage Priors in R”. Journal of Statistical Software 104, no. 1 (October 26, 2022): 1–28. Accessed December 10, 2022. https://www.jstatsoft.org/index.php/jss/article/view/v104i09.