To cite panelvar in publications use:

Sigmund M, Ferstl R (2019). “Panel Vector Autoregression in R with the package panelvar.” The Quarterly Review of Economics and Finance. doi: 10.1016/j.qref.2019.01.001.

Corresponding BibTeX entry:

  @Article{,
    title = {Panel Vector Autoregression in R with the package
      panelvar},
    author = {Michael Sigmund and Robert Ferstl},
    journal = {The Quarterly Review of Economics and Finance},
    year = {2019},
    doi = {10.1016/j.qref.2019.01.001},
  }