Estimation of Dynamic Causal Effects in Macro: Promises and Pitfalls

Back to Results
Chair:
Emi Nakamura
, University of California-Berkeley

Structural Vector Autoregressions with Imperfect Identifying Information

Christiane Baumeister
,
University of Notre Dame
James D. Hamilton
,
University of California-San Diego

What Can We Learn from Sign-Restricted VARs?

Christian K. Wolf
,
Massachusetts Institute of Technology

Signing Out Confounding Shocks in Variance-Maximizing Identifications

Neville Francis
,
University of North Carolina-Chapel Hill
Gene Kindberg-Hanlon
,
World Bank

SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?

José Luis Montiel Olea
,
Columbia University
Mikkel Plagborg-Møller
,
Princeton University
Eric Qian
,
Princeton University