Emanuele Bacchiocchi
Selected Publications
A note on global identification in structural vector autoregressions
In a landmark contribution to the structural vector autoregression (SVARs) literature, Rubio-Ramirez, Waggoner, and Zha (2010, […]
Locally- but not globally-identified SVARs
This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not […]