Search Results - subject:"Set Identification"

Narrow search

Identifying monetary policy shocks through external constraints

Fusari, Francesco - In: Journal of macroeconomics 85 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015444004

The conventional impulse response prior in VAR models with sign restrictions

Inoue, Atsushi; Kilian, Lutz - 2025

Persistent link: https://www.econbiz.de/10015406612

Algorithms for inference in SVARs identified with sign and zero restrictions

Read, Matthew - In: The econometrics journal 25 (2022) 3, pp. 699-718

Persistent link: https://www.econbiz.de/10013399860

Analyzing collusion using set-identified marginal cost functions

Mizuta, Seiichiro; Nishiwaki, Masato - 2025

Persistent link: https://www.econbiz.de/10015408497

SVARs identification through bounds on the forecast error variance

Volpicella, Alessio - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1291-1301

Persistent link: https://www.econbiz.de/10013539513

Partially identified heteroskedastic SVARs

Bacchiocchi, Emanuele; Bastianin, Andrea; Kitagawa, Toru; … - 2024

This paper presents new results on the identification of heteroskedastic structural vector autoregressive (HSVAR) models. Point identification of HSVAR models fails when some shifts in the variances of the structural shocks are suspected to be statistically indistinguishable from each other....

Persistent link: https://www.econbiz.de/10014577305