2 papers
econ.EM2026
Partially identified heteroskedastic SVARs
Emanuele Bacchiocchi, Andrea Bastianin, Toru Kitagawa +1
This paper studies the identification of Structural Vector Autoregressions (SVARs) exploiting a break in the variances of the structural shocks. Point-identification for this class…
econ.EM2026
SVARs with breaks: Identification and inference
Emanuele Bacchiocchi, Toru Kitagawa
In this paper we propose a class of structural vector autoregressions (SVARs) characterized by structural breaks (SVAR-WB). Together with standard restrictions on the parameters an…