Similar Search Results

Identification and inference under narrative restrictions

Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2023

Persistent link: https://www.econbiz.de/10015066097

Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2022

We compare two approaches to using information about the signs of structural shocks at specific dates within a structural vector autoregression (SVAR): imposing ‘narrative restrictions’ (NR) on the shock signs in an otherwise set-identified SVAR; and casting the information about the shock...

Persistent link: https://www.econbiz.de/10013293576

Comment on Giacomini, Kitagawa and Read's "Narrative restrictions and proxies"

Kilian, Lutz - 2021 - This version: December 2, 2021

Persistent link: https://www.econbiz.de/10013170459

Narrative restrictions and proxies

Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2022

We compare two approaches to using information about the signs of structural shocks at specific dates within a structural vector autoregression (SVAR): imposing 'narrative restrictions' (NR) on the shock signs in an otherwise setidentified SVAR; and casting the information about the shock signs...

Persistent link: https://www.econbiz.de/10013173190

Narrative restrictions and proxies

Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2022

Persistent link: https://www.econbiz.de/10013173592

Narrative restrictions and proxies

Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1415-1425

Persistent link: https://www.econbiz.de/10013539555

Comments on "Narrative restrictions and proxies" by Giacomini, Kitagawa, and Read

Rubio-Ramírez, Juan Francisco - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1426-1428

Persistent link: https://www.econbiz.de/10013539556

Comment on Giacomini, Kitagawa, and Read’s "Narrative restrictions and proxies"

Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1429-1433

Persistent link: https://www.econbiz.de/10013539558

Discussion of "Narrative restrictions and proxies" by Raffaella Giacomini, Toru Kitagawa, and Matthew Read

Plagborg-Møller, Mikkel - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1434-1437

Persistent link: https://www.econbiz.de/10013539559

Narrative restrictions and proxies : rejoinder

Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1438-1441

Persistent link: https://www.econbiz.de/10013539560