3 citations · 5 across the 3 of their papers we have counts for
3 papers
econ.EM2023★ 3 cited
Efficient estimation of structural VARs with higher-order moments
Sascha A. Keweloh, Shu Wang
This paper provides a practical standard for efficient implementation of GMM estimation of structural vector autoregressions identified via higher-order moments. We establish condi…
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★ 2 cited
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…