Discussion paper DP16818 Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’ Lutz Kilian 18 Dec 2021 International Macroeconomics and Finance C11 C32 C52
Discussion paper DP15545 The Role of the Prior in Estimating VAR Models with Sign Restrictions Atsushi Inoue Lutz Kilian 11 Dec 2020 International Macroeconomics and Finance C22 C32 C52 E31 Q43
Discussion paper DP9892 Joint Confidence Sets for Structural Impulse Responses Lutz Kilian Atsushi Inoue 16 Mar 2014 International Macroeconomics C32 C52 C53