process. I propose a new identification argument that identifies the SVAR up to shock orderings using the autocovariance … select among shock orderings; this selection does not impact inference asymptotically. The identification scheme performs …

approach to identification in SVAR models, which is compared to identification in simultaneous equation models. It is shown …

We propose a new non-recursive identification scheme for uncertainty shocks, which exploits breaks in the unconditional … volatility of macroeconomic variables. Such identification approach allows us to simultaneously address two major questions in …

In this paper we discuss general identification results for Structural Vector Autoregressions (SVARs) with external … "relevance" and "exogeneity" conditions. We discuss identification results and likelihood-based estimation methods both in the …

address this challenge, we propose an indirect inference method that assesses identification by examining how changes in these … increase rejection rates. These results support the identification of star variables and indicate that indirect inference … provides a reliable method to assess their identification in structural macroeconomic models. …

(ii) the potential failure of instrument exogeneity. We introduce a novel identification strategy that appropriately …