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Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions
I develop algorithms to facilitate Bayesian inference in structural vector autoregressions that are set-identified with sign and zero restrictions by showing that the system of restrictions is equivalent to a system of sign restrictions in a lower-dimensional space.
Identification and Inference Under Narrative Restrictions
We consider structural vector autoregressions subject to 'narrative restrictions', which are inequality restrictions on functions of the structural shocks in specific periods.
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