Research Staff
Raffaella Giacomini
cemmap and UCL
Selected Publications
We compare two approaches to using information about the signs of structural shocks at specific dates […]
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored […]
Previous version
This paper reconciles the asymptotic disagreement between Bayesian and frequentist inference in set-identified models by adopting […]
Previous version
We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of […]
Previous version
We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the impulse responses […]
Latest version
To perform Bayesian analysis of a partially identified structural model, two distinct approaches exist: standard Bayesian […]
This paper reconciles the asymptotic disagreement between Bayesian and frequentist inference in set-identified models by adopting […]
Latest version
Previous version
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored […]
Latest version
We propose a method for conducting inference on impulse responses in structural vector autoregressions (SVARs) when […]
Latest version
Does economic theory help in forecasting key macroeconomic variables? This article aims to provide some insight […]