Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”

DOI10.1080/07350015.2022.2102022zbMATH Open1547.62794MaRDI QIDQ6620961

Lutz Kilian

Publication date: 17 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Delta-method inference for a class of set-identified SVARs
• Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
• Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
• Inference for VARs identified with sign restrictions
• Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications
• Bayesian inference on structural impulse response functions
• Robust Bayesian Inference for Set‐Identified Models
• Structural Vector Autoregressive Analysis

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