@article{alucascritiquecompliantsvarmodelwith,
  title = {A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters},
  author = {Giacomo Bormetti and Fulvio Corsi},
  year = {2021},
  eprint = {2107.05263},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2107.05263v2},
}