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
In a landmark contribution to the structural vector autoregression (SVARs) literature, Rubio-Ramirez, Waggoner, and Zha (2010, […]
In our laboratory experiment, subjects, in sequence, have to predict the value of a good. The […]
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How to allocate vaccines over heterogeneous individuals is one of the important policy decisions in pandemic […]
Many empirical questions concern target parameters selected through optimization. For example, researchers may be interested in […]
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This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not […]
Uncertainty about the choice of identifying assumptions is common in causal studies, but is often ignored […]
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In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean […]
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This paper examines the identifying power of instrument exogeneity in the treatment effect model. We derive […]
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This paper reconciles the asymptotic disagreement between Bayesian and frequentist inference in set-identified models by adopting […]
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We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of […]