Research Staff

Toru Kitagawa

cemmap and University College London

Toru is a research staff member at the Centre for Microdata Methods and Practice (cemmap) and is also a Lecturer (Assistant Professor) in Economics. He has previously taught Microeconomectrics and Econometrics for Policy.

Selected Publications

Inference on winners

Many empirical questions concern target parameters selected through optimization. For example, researchers may be interested in […]

Isaiah Andrews, Toru Kitagawa, Adam McCloskey
7 September 2020 | CWP43/20

Previous version

Inference on winners
Isaiah Andrews, Toru Kitagawa, Adam McCloskey
31 December 2018 | CWP73/18
Locally- but not globally-identified SVARs

This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not […]

Emanuele Bacchiocchi, Toru Kitagawa
27 July 2020 | CWP40/20
Uncertain Identification

Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored […]

Raffaella Giacomini, Toru Kitagawa, Alessio Volpicella
6 July 2020 | CWP33/20

Previous version

Uncertain identification
Raffaella Giacomini, Toru Kitagawa, Alessio Volpicella
18 April 2017 | CWP18/17
Inference after Estimation of Breaks

In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean […]

Isaiah Andrews, Toru Kitagawa, Adam McCloskey
6 July 2020 | CWP34/20

Previous version

Inference after estimation of breaks
Isaiah Andrews, Toru Kitagawa, Adam McCloskey
15 October 2019 | CWP51/19
The Identification Region of the Potential Outcome Distributions under Instrument Independence

This paper examines the identifying power of instrument exogeneity in the treatment effect model. We derive […]

Toru Kitagawa
21 May 2020 | CWP23/20

Previous version

Robust Bayesian inference for set-identified models

This paper reconciles the asymptotic disagreement between Bayesian and frequentist inference in set-identified models by adopting […]

Raffaella Giacomini, Toru Kitagawa
15 April 2020 | CWP12/20

Previous version

Robust Bayesian inference for set-identified models
Raffaella Giacomini, Toru Kitagawa
7 November 2018 | CWP61/18
Robust Bayesian inference in proxy SVARs

We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of […]

Raffaella Giacomini, Toru Kitagawa, Matthew Read
15 April 2020 | CWP13/20

Previous version

Robust Bayesian Inference in Proxy SVARs
Raffaella Giacomini, Toru Kitagawa, Matthew Read
23 July 2019 | CWP38/19
Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies

We consider two recent suggestions for how to perform an empirically motivated Monte Carlo study to […]

Arun Advani, Toru Kitagawa, Tymon Słoczyński
29 October 2019 | Journal Article

Previous version

Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies
Arun Advani, Toru Kitagawa, Tymon Słoczyński
27 September 2018 | CWP56/18
Inference after estimation of breaks

In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean […]

Isaiah Andrews, Toru Kitagawa, Adam McCloskey
15 October 2019 | CWP51/19

Latest version

Inference after Estimation of Breaks
Isaiah Andrews, Toru Kitagawa, Adam McCloskey
6 July 2020 | CWP34/20
Robust Bayesian Inference in Proxy SVARs

We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the impulse responses […]

Raffaella Giacomini, Toru Kitagawa, Matthew Read
23 July 2019 | CWP38/19

Latest version

Robust Bayesian inference in proxy SVARs
Raffaella Giacomini, Toru Kitagawa, Matthew Read
15 April 2020 | CWP13/20