Cover Image

SVARs with breaks: Identification and inference

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bacchiocchi, Emanuele, Kitagawa, Toru
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Locally- but not Globally-identified SVARs
by: Bacchiocchi, Emanuele, et al.
Published: (2025)

Partially identified heteroskedastic SVARs
by: Bacchiocchi, Emanuele, et al.
Published: (2024)

On global identification in structural vector autoregressions
by: Bacchiocchi, Emanuele, et al.
Published: (2021)

Wild inference for wild SVARs with application to heteroscedasticity-based IV
by: Gafarov, Bulat, et al.
Published: (2024)

Identification-aware Markov chain Monte Carlo
by: Kitagawa, Toru, et al.
Published: (2025)

Macroeconomic Spillovers of Weather Shocks across U.S. States
by: Bacchiocchi, Emanuele, et al.
Published: (2024)

Large SVARs
by: Arias, Jonas E., et al.
Published: (2025)

Projection Inference for set-identified SVARs
by: Gafarov, Bulat, et al.
Published: (2025)

Bandit Algorithms for Policy Learning: Methods, Implementation, and Welfare-performance
by: Kitagawa, Toru, et al.
Published: (2024)

Individualized Treatment Allocation in Sequential Network Games
by: Kitagawa, Toru, et al.
Published: (2023)

Who With Whom? Learning Optimal Matching Policies
by: Hazard, Yagan, et al.
Published: (2025)

Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions
by: Read, Matthew
Published: (2021)

Inference in Tightly Identified and Large-Scale Sign-Restricted SVARs
by: Lanne, Markku, et al.
Published: (2026)

Policy Choice in Time Series by Empirical Welfare Maximization
by: Kitagawa, Toru, et al.
Published: (2022)

Leave No One Undermined: Policy Targeting with Regret Aversion
by: Kitagawa, Toru, et al.
Published: (2025)

Nonlinearity in Dynamic Causal Effects: Making the Bad into the Good, and the Good into the Great?
by: Kitagawa, Toru, et al.
Published: (2025)

Evidence Aggregation for Treatment Choice
by: Ishihara, Takuya, et al.
Published: (2021)

Fast Posterior Sampling in Tightly Identified SVARs Using 'Soft' Sign Restrictions
by: Read, Matthew, et al.
Published: (2026)

Treatment Choice with Nonlinear Regret
by: Kitagawa, Toru, et al.
Published: (2022)

Local Gaussian copula inference with structural breaks: testing dependence predictability
by: Mayer, Alexander, et al.
Published: (2026)

Identification-robust inference for the LATE with high-dimensional covariates
by: Ma, Yukun
Published: (2023)

Identification and inference of outcome conditioned partial effects of general interventions
by: Zhang, Zhengyu, et al.
Published: (2024)

Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think
by: Duffy, James A., et al.
Published: (2026)

Identification- and many moment-robust inference via invariant moment conditions
by: Boot, Tom, et al.
Published: (2023)

Identification, estimation and inference in Panel Vector Autoregressions using external instruments
by: Pala, Raimondo
Published: (2025)

Adaptive Experimental Design for Policy Learning
by: Kato, Masahiro, et al.
Published: (2024)

State Space Model of Realized Volatility under the Existence of Dependent Market Microstructure Noise
by: Yano, Toru
Published: (2024)

Wald inference on varying coefficients
by: Gupta, Abhimanyu, et al.
Published: (2025)

Jackknife inference with two-way clustering
by: MacKinnon, James G., et al.
Published: (2024)

The Cointegrated Matrix Autoregressive Model
by: Lopetuso, Emanuele, et al.
Published: (2026)

Nonparametric inference on counterfactuals in first-price auctions
by: Andreyanov, Pasha, et al.
Published: (2021)

Estimation and inference in models with multiple behavioural equilibria
by: Mayer, Alexander, et al.
Published: (2025)

On the power properties of inference for parameters with interval identified sets
by: Bugni, Federico A., et al.
Published: (2024)

Recovering latent linkage structures and spillover effects with structural breaks in panel data models
by: Okui, Ryo, et al.
Published: (2025)

Closed-form estimation and inference for panels with attrition and refreshment samples
by: Franguridi, Grigory, et al.
Published: (2024)

Cluster-robust jackknife and bootstrap inference for logistic regression models
by: MacKinnon, James G., et al.
Published: (2024)

Bayesian inference for dynamic spatial quantile models with interactive effects
by: Ando, Tomohiro, et al.
Published: (2025)

Control VAR: a counterfactual based approach to inference in macroeconomics
by: Pala, Raimondo
Published: (2025)

Debiasing and $t$-tests for synthetic control inference on average causal effects
by: Chernozhukov, Victor, et al.
Published: (2018)

Simple subvector inference on sharp identified set in affine models
by: Gafarov, Bulat
Published: (2019)