ERC Project

This page contains information on my five-year project "New Approaches to the Identification of Macroeconomic Models" which ran over the period 1/9/2015 to 28/2/2021 and was funded by a European Research Council Consolidator Grant.

Events:

Workshop on New Approaches to the Identification of Macroeconomic models, Somerville College, Oxford, 23-24 September 2016.

Workshop on Advances in Econometrics, UCL, 7-8 December 2018.

EC^2 Conference on "Identification in Macroeconomics", 13-14 December 2019.

Papers:

[1] A more powerful subvector Anderson Rubin test in linear instrumental variable regression

[2] Empirical evidence on the Euler Equation for consumption in the U.S.

[3] Robust inference in structural VARs with long-run restrictions

[4] Identification at the Zero Lower Bound

[5] Testing the effectiveness of unconventional monetary policy in Japan and the United States

[6] The unbearable lightness of equilibria in a low interest rate environment

[7] A test for Kronecker Product Structure Covariance Matrix

[8] A Powerful Anderson-Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity

[9] Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables by Max-Sebastian Dovì