EconBase
← All papers

What Impulse Response Do Instrumental Variables Identify?

Bonsoo Koo, Seojeong Lee, Myung Hwan Seo, Masaya Takano

arXiv 25 Aug 2022 · Econometrics · 2 citations (OpenAlex)

arXiv:2208.11828 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Macroeconomic shocks are often composites of multiple components. We show that the local projection-IV (LP-IV) estimand aggregates component-wise impulse responses with potentially negative weights, challenging its causal interpretation. To address this, we propose identification strategies using multiple sign-restricted IVs or disaggregated data, which recover structurally meaningful responses even when individual LP-IV estimands are non-causal. We also show that, under weak stationarity, the identified sets are sharp and cannot be further narrowed in some key cases. Applications to fiscal and monetary policy demonstrate the practical value of our approach.

Citation extraction

53
references
0
in-text mentions
0
distinct cited
1
self-citations
18,373
main-text words

appendix boundary found by appendix_command · 63% of the source is main text. Read the extracted text to check this.

Cited by, within the corpus

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

Citing paperIntensityMentionsSections
1Structural Analysis of Vector Autoregressive Models0.40511
2Nonlinearity in Dynamic Causal Effects: Making the Bad into the Good, and the Good into the Great?0.40511
3Identification, estimation and inference in Panel Vector Autoregressions using external instruments0.40511