Advances in Structural Shocks Identification: Information, Fundamentalness and Recoverability

The workshop will run for 2 days and will take place on June 15-16, 2020 in Barcelona.

Under what conditions structural macroeconomic shocks can be identified with empirical time series models? Several influential papers have shown that, in many theoretical models, Structural VAR analysis is unable to correctly esimate the economic shocks of interest and their propagation mechanisms. This has sparked an important research effort in trying to understand the conditions of validity of structural macroeconomic analysis using time series models. Full and partial invertibility, fundamentalness, recoverability, informational sufficiency are some of the concepts discussed. The workshop aims at bringing together researchers and scholars working in this field to share ideas and contribute to the debate.

Keynote speakers 

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Workshop program

 

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