:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Kaji, Tetsuya, Manresa, Elena
Format:	Preprint
Published:	2025
Subjects:	Econometrics
Online Access:	https://arxiv.org/abs/2511.13275
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

An Adversarial Approach to Structural Estimation
by: Kaji, Tetsuya, et al.
Published: (2020)

The Hellinger Bounds on the Kullback-Leibler Divergence and the Bernstein Norm
by: Kaji, Tetsuya
Published: (2026)

Assessing Heterogeneity of Treatment Effects
by: Kaji, Tetsuya, et al.
Published: (2023)

Financial Shocks, Uncertainty Shocks, and Corporate Liquidity
by: Marco Brianti
Published: (2025)

Inference on Buffer‐Stock Saving
by: Hao Dong, et al.
Published: (2026)

Machine Learning the Macroeconomic Effects of Financial Shocks
by: Hauzenberger, Niko, et al.
Published: (2024)

Uncovering Sparse Financial Networks with Information Criteria
by: Ouyang, Fu, et al.
Published: (2026)

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

Shocking concerns: public perception about climate change and the macroeconomy
by: Angelini, Giovanni, et al.
Published: (2025)

Panel Quantile Regression with Common Shocks
by: Chiang, Harold D., et al.
Published: (2026)

Inferring Treatment Effects in Large Panels by Uncovering Latent Similarities
by: Deaner, Ben, et al.
Published: (2025)

Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks
by: Lu, Zhentong, et al.
Published: (2025)

Time-Varying Identification of Monetary Policy Shocks
by: Camehl, Annika, et al.
Published: (2023)

Dynamic Effects of Persistent Shocks
by: Mario Alloza, et al.
Published: (2025)

Production Function Estimation without Invertibility: Imperfectly Competitive Environments and Demand Shocks
by: Doraszelski, Ulrich, et al.
Published: (2025)

Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework
by: Fu, Bowen, et al.
Published: (2025)

Estimating Macroeconomic News and Surprise Shocks
by: Lutz Kilian, et al.
Published: (2026)

Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs
by: Korobilis, Dimitris
Published: (2025)

Revisiting Day-ahead Electricity Price: Simple Model Save Millions
by: Wang, Linian, et al.
Published: (2024)

Analysis of Upstream, Downstream, and Common Firm Shocks Using a Large Factor‐Augmented Vector Autoregressive Approach
by: Everett Grant, et al.
Published: (2024)

When and Why State-Dependent Local Projections Work
by: Winkler, Valentin
Published: (2026)

Shock, Communication, and Yield Curve Repricing: A Two-Step Empirical Framework for Copom Events in Brazil
by: Santos, Gabriel de Macedo
Published: (2026)

Optimal Estimation for General Gaussian Processes
by: Takabatake, Tetsuya, et al.
Published: (2025)

Nowcasting and aggregation: Why small Euro area countries matter
by: Babii, Andrii, et al.
Published: (2025)

Belief Shocks and Implications of Expectations About Growth‐at‐Risk
by: Maximilian Boeck, et al.
Published: (2025)

Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings
by: Lutz Kilian, et al.
Published: (2025)

On Policy Evaluation with Aggregate Time-Series Shocks
by: Arkhangelsky, Dmitry, et al.
Published: (2019)

Do LLMs Act as Repositories of Causal Knowledge?
by: Huntington-Klein, Nick, et al.
Published: (2024)

Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies
by: Madison Terrell, et al.
Published: (2026)

What Impulse Response Do Instrumental Variables Identify?
by: Koo, Bonsoo, et al.
Published: (2022)

Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets
by: Jha, Ayush, et al.
Published: (2024)

Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks
by: Sengupta, Shovon, et al.
Published: (2025)

Testing the effects of an unobservable factor: Do marriage prospects affect college major choice?
by: Arslan, Hayri Alper, et al.
Published: (2024)

Do designated market makers provide liquidity during downward extreme price movements?
by: Bellia, Mario, et al.
Published: (2026)

Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value?
by: Adämmer, Philipp, et al.
Published: (2023)

When Do Treatment Changes Identify Causal Effects?
by: Huber, Martin
Published: (2026)

Estimator Averaging of Local Projection and VAR Impulse Responses
by: Chen, Chaoyi, et al.
Published: (2026)

Sparse VARs Do Not Imply Sparse Local Projections: Robust Inference for High-Dimensional Granger Causality
by: Dettaa, Eugene, et al.
Published: (2024)

Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions
by: Zhao, Sihui, et al.
Published: (2024)

What Do We Get from Two-Way Fixed Effects Regressions? Implications from Numerical Equivalence
by: Ishimaru, Shoya
Published: (2021)