Alumni

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

Policy choice in time series by empirical welfare maximization

This paper develops a novel method for policy choice in a dynamic setting where the available […]

Toru Kitagawa, Weining Wang, Mengshan Xu
19 May 2022 | CWP12/22
Narrative restrictions and proxies

We compare two approaches to using information about the signs of structural shocks at specific dates […]

Raffaella Giacomini, Toru Kitagawa, Matthew Read
6 April 2022 | CWP09/22
Who should get vaccinated? Individualized allocation of vaccines over SIR network

How to allocate vaccines over heterogeneous individuals is one of the important policy decisions in pandemic […]

Toru Kitagawa, Guanyi Wang
20 July 2021 | CWP28/21

Previous version

Testing identifying assumptions in fuzzy regression discontinuity designs

We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). […]

Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifié, Yuanyuan Wan
23 March 2021 | CWP16/21

Previous version

Testing identifying assumptions in fuzzy regression discontinuity designs
Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifié, Yuanyuan Wan
20 March 2019 | CWP10/19
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, […]

Emanuele Bacchiocchi, Toru Kitagawa
17 February 2021 | CWP03/21
Non-Bayesian updating in a social learning experiment

In our laboratory experiment, subjects, in sequence, have to predict the value of a good. The […]

Roberta De Filippis, Antonio Guarino, Philippe Jehiel, Toru Kitagawa
14 December 2020 | CWP60/20

Previous version

Non-Bayesian updating in a social learning experiment
Roberta De Filippis, Antonio Guarino, Philippe Jehiel, Toru Kitagawa
4 July 2018 | CWP39/18
Who should get vaccinated? Individualized allocation of vaccines over SIR network

How to allocate vaccines over heterogeneous individuals is one of the important policy decisions in pandemic […]

Toru Kitagawa, Guanyi Wang
14 December 2020 | CWP59/20
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
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