5 citations · 11 across the 5 of their papers we have counts for
7 papers
On global identification in structural vector autoregressions
Emanuele Bacchiocchi, Toru Kitagawa
In a landmark contribution to the structural vector autoregression (SVARs) literature, Rubio-Ramirez, Waggoner, and Zha (2010, `Structural Vector Autoregressions: Theory of Identif…
Evidence Aggregation for Treatment Choice
Takuya Ishihara, Toru Kitagawa
Consider a planner who has limited knowledge of the policy's causal impact on a certain local population of interest due to a lack of data, but does have access to the publicized i…
Policy Choice in Time Series by Empirical Welfare Maximization
Toru Kitagawa, Weining Wang, Mengshan Xu
This paper develops a novel method for policy choice in a dynamic setting where the available data is a multivariate time series. Overcoming challenges unique to time-series settin…
Individualized Treatment Allocation in Sequential Network Games
Toru Kitagawa, Guanyi Wang
Designing individualized allocation of treatments so as to maximize the equilibrium welfare of interacting agents has many policy-relevant applications. Focusing on sequential deci…
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…
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…