## citHeader("To cite package mfbvar in publications use:")

## R >= 2.8.0 passes package metadata to citation().
if(!exists("meta") || is.null(meta)) meta <- packageDescription("mfbvar")
year <- sub("-.*", "", meta$Packaged)
note <- sprintf("R package version %s", meta$Version)

bibentry(bibtype = "article",
        header       = "To cite mfbvar in publications use:",
        title        = "Mixed-Frequency {B}ayesian {VAR} Models in {R}: the {mfbvar} package",
        author       = personList(
          person(given = "Sebastian",
                 family = "Ankargren",
                 email = "sebastian.ankargren@konj.se"),
          person(given = "Yukai",
                 family = "Yang",
                 email = "yukai.yang@statistics.uu.se")),
        journal      = "R package vignette",
        year         = "2021",
        textVersion  =
          paste("Ankargren, Sebastian and Yang, Yukai (2021).",
                "Mixed-Frequency Bayesian VAR Models in R: the mfbvar package.",
                "R package vignette.",
                "URL: https://CRAN.R-project.org/package=mfbvar/vignettes/mfbvar_jss.pdf")
)

citEntry(header = "For the adaptive simulation smoother, please cite:",
         entry = "article",
         title = "Simulation Smoothing for Nowcasting with Large Mixed-Frequency {VAR}s",
         author = personList(as.person("Sebastian Ankargren"),
                             as.person("Paulina Jon\\\'{e}us")),
         journal = "Econometrics and Statistics",
         year = "2020",
         doi = "10.1016/j.ecosta.2020.05.007",
         textVersion = "Ankargren, Sebastian and Jonéus, Paulina (2020). Simulation Smoothing for Nowcasting with Large Mixed-Frequency VARs. Econometrics and Statistics. https://doi.org/10.1016/j.ecosta.2020.05.007"
)

citEntry(header = "For the steady-state mixed-frequency BVAR, please cite:",
         entry = "article",
         title = "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior",
         author = personList(as.person("Sebastian Ankargren"),
                             as.person("Måns Unosson"),
                             as.person("Yukai Yang")),
         journal = "Journal of Time Series Econometrics",
         volume = "12",
         number = "2",
         year = "2020",
         doi = "10.1515/jtse-2018-0034",
         textVersion = "Ankargren, Sebastian, Måns Unosson and Yukai Yang (2020). A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. Journal of Time Series Econometrics, 12(2). https://doi.org/10.1515/jtse-2018-0034"
)

citEntry(header = "For the mixed-frequency BVAR with factor stochastic volatility, please cite:",
         entry = "article",
         title = "Estimating Large Mixed-Frequency Bayesian VAR Models",
         author = personList(as.person("Sebastian Ankargren"),
                             as.person("Paulina Jon\\\'{e}us")),
         journal = "arXiv",
         year = "2019",
         url = "https://arxiv.org/abs/1912.02231",
         textVersion = "Ankargren, Sebastian and Paulina Jonéus (2019). Estimating Large Mixed-Frequency Bayesian VAR Models. arXiv, https://arxiv.org/abs/1912.02231"
)
