@article{theorycoherentshrinkageoftimevarying,
  title = {Theory coherent shrinkage of Time-Varying Parameters in VARs},
  author = {Andrea Renzetti},
  year = {2023},
  eprint = {2311.11858},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2311.11858v2},
}