1 citations · 1 across the 1 of their papers we have counts for
2 papers
econ.EM2026
Global factors for local shocks in a data-scarce environment: with an application to regional fiscal multipliers in Italy
Giuseppe Cavaliere, Luca Fanelli, Marco Mazzali
We propose a novel econometric methodology for Structural Vector Autoregressions with external instruments (`proxy-SVARs' or `SVAR-IVs') in panel data characterized by strong cross…
econ.EM2023★ 1 cited
Robust Impulse Responses using External Instruments: the Role of Information
Davide Brignone, Alessandro Franconi, Marco Mazzali
External-instrument identification leads to biased responses when the shock is not invertible and the measurement error is present. We propose to use this identification strategy i…