3 citations · 8 across the 6 of their papers we have counts for
3 papers · 1 filter
SVARs with breaks: Identification and inference
Emanuele Bacchiocchi, Toru Kitagawa
In this paper we propose a class of structural vector autoregressions (SVARs) characterized by structural breaks (SVAR-WB). Together with standard restrictions on the parameters an…
Macroeconomic Spillovers of Weather Shocks across U.S. States
Emanuele Bacchiocchi, Andrea Bastianin, Graziano Moramarco
We estimate the short-run effects of weather-related disasters on local economic activity and cross-border spillovers that operate through economic linkages between U.S. states. To…
Partially identified heteroskedastic SVARs
Emanuele Bacchiocchi, Andrea Bastianin, Toru Kitagawa +1
This paper studies the identification of Structural Vector Autoregressions (SVARs) exploiting a break in the variances of the structural shocks. Point-identification for this class…