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Principled Identification of Structural Dynamic Models

Neville Francis, Peter Reinhard Hansen, Chen Tong

arXiv 18 Dec 2025 · Econometrics

arXiv:2512.17005 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We take a new perspective on identification in structural dynamic models: rather than imposing restrictions, we optimize an objective. This provides new theoretical insights into traditional Cholesky identification. A correlation-maximizing objective yields an Order- and Scale-Invariant Identification Scheme (OASIS) that selects the orthogonal rotation that best aligns structural shocks with their reduced-form innovations. We revisit a large number of SVAR studies and find, across 22 published SVARs, that the correlations between structural and reduced-form shocks are generally high.

Citation extraction

79
references
123
in-text mentions
79
distinct cited
5
self-citations
16,185
main-text words

appendix boundary found by appendix_command · 73% of the source is main text. Read the extracted text to check this.

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
1Mertens, K. and Ravn, M. O (2013) The dynamic effects of personal and corporate income tax changes in the united states1.00083100%
2Stock, J. H. and Watson, M. W (2012) Disentangling the channels of the 2007–2009 recession0.96510490%
3Leeper, E., Sims, C., and Zha, T (1996) What does monetary policy do?0.64441100%
4Blanchard, O. J. and Perotti, R (2002) An empirical characterization of the dynamic effects of changes in government spending and taxes on output0.64441100%
5Bernanke, B. S (1986) Alternative explanations of the money-income correlation0.64422100%
6Chan, J. C. C., Koop, G., and Yu, X (2024) Large order-invariant Bayesian VARs with stochastic volatility0.64422100%
7Fry, R. and Pagan, A (2011) Sign restrictions in structural vector autoregressions: A critical review0.64422100%
8Kessy, A., Lewin, A., and Strimmer, K (2018) Optimal whitening and decorrelation0.64422100%
9Basu, S. and Bundick, B (2017) Uncertainty shocks in a model of effective demand0.64422100%
10Engle, R. F. and Issler, J. V (1995) Estimating common sectoral cycles0.58531100%

Showing the top 10 of 79 scored citations.