Time varying VARs with inequality restrictions

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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2010, unknown): “If any drawn t violates the inequality restriction then the entire vector T is rejected.20 If every element of T satis es the inequality restriction then T is accepted with a certain probability (the formula for this probability is given in Koop and Potter, 2009).”
Inference on stochastic time-varying coefficient models (2014, background): “The theoretical properties of the kernel estimator are to be contrasted with the lack of knowledge about the properties of state-space estimates of RC models which display pathologies that our approach avoids, as documented in Stock and Watson (1998) and Koop and Potter (2008). One further extremely”
Adaptive models and heavy tails with an application to inflation forecasting (2017, background): “Given the differences in inflation dynamics between countries (Cecchetti, Hooper, Kasman, Schoenholtz, 4 Chan, Koop, and Potter (2013) and Koop and Potter (2011) deal with local stationarity and bounded trends in the context of TVP models, and discuss the computational costs associated with those…”