27 citations · 80 across the 17 of their papers we have counts for
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econ.EM2025★ 5 cited
Projection Inference for set-identified SVARs
Bulat Gafarov, Matthias Meier, José Luis Montiel Olea
We study the properties of the classical \emph{projection} method to conduct simultaneous inference about the coefficients of the structural impulse-response function and their ide…
econ.EM2025
Locally- but not Globally-identified SVARs
Emanuele Bacchiocchi, Toru Kitagawa
This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not globally. In this case there exists a set of isola…