3 citations · 3 across the 1 of their papers we have counts for
3 papers
econ.EM2023★ 3 cited
Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples
Sascha A. Keweloh
Generalized method of moments estimators based on higher-order moment conditions derived from independent shocks can be used to identify and estimate the simultaneous interaction i…
econ.EM2023
Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions
Sascha A. Keweloh
This study proposes a combination of a statistical identification approach with potentially invalid short-run zero restrictions. The estimator shrinks towards imposed restrictions…
econ.EM2023
Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies
Sascha A. Keweloh, Mathias Klein, Jan Prüser
Different proxy variables used in fiscal policy SVARs lead to contradicting conclusions regarding the size of fiscal multipliers. Our analysis suggests that the conflicting results…