@article{sparsebayesianstatespaceandtimevarying,
  title = {Sparse Bayesian State-Space and Time-Varying Parameter Models},
  author = {Sylvia Frühwirth-Schnatter and Peter Knaus},
  year = {2022},
  eprint = {2207.12147},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2207.12147v1},
}