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A note on global identification in structural vector autoregressions

Emanuele Bacchiocchi, Toru Kitagawa

arXiv 8 Feb 2021 · Econometrics · 2 citations (OpenAlex)

arXiv:2102.04048 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In a landmark contribution to the structural vector autoregression (SVARs) literature, Rubio-Ramirez, Waggoner, and Zha (2010, `Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference,' Review of Economic Studies) shows a necessary and sufficient condition for equality restrictions to globally identify the structural parameters of a SVAR. The simplest form of the necessary and sufficient condition shown in Theorem 7 of Rubio-Ramirez et al (2010) checks the number of zero restrictions and the ranks of particular matrices without requiring knowledge of the true value of the structural or reduced-form parameters. However, this note shows by counterexample that this condition is not sufficient for global identification. Analytical investigation of the counterexample clarifies why their sufficiency claim breaks down. The problem with the rank condition is that it allows for the possibility that restrictions are redundant, in the sense that one or more restrictions may be implied by other restrictions, in which case the implied restriction contains no identifying information. We derive a modified necessary and sufficient condition for SVAR global identification and clarify how it can be assessed in practice.

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19
references
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in-text mentions
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1King, Robert G and C. I. Plosser and J. H. Stock and Watson, M.W Stochastic Trends and Economic Fluctuations0.51121100%
2Jonas E. Arias and Dario Caldara and Juan F. Rubio-Ramírez (2019) The systematic component of monetary policy in SVARs: An agnostic identification procedure0.40511100%
3Pooyan Amir-Ahmadi and Thorsten Drautzburg (2021) Identification and inference with ranking restrictions0.40511100%
4J. Antolín-Díaz and J.F. Rubio-Ramírez (2018) Narrative Sign Restrictions for SVARs0.40511100%
5J.E. Arias and J.F. Rubio-Ramírez and D.F Waggoner (2018) Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications0.40511100%
6J. Boivin and M. Giannoni (2006) Has Monetary Policy Become More Effective?0.40511100%
7Emanuele Bacchiocchi and Toru Kitagawa (2020) Locally- but not globally-identified SVARs self0.40511100%
8Bernanke, Ben Alternative explanations of the money-income correlation0.40511100%
9Blanchard, Olivier and Perotti, Roberto An empirical characterization of the dynamic effects of changes in government spending and taxes on output0.40511100%
10Blanchard, Olivier and Quah, Danny The Dynamic Effects of Aggregate Demand and Aggregate Supply Shocks0.40511100%

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Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions0.40511