Advances in Structural Shocks Identification

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 estimate 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, and new techniques to identify structural shocks have been developed.

The BSE Summer Forum Workshop on Advances in Structural Shocks Identification aims at bringing together researchers and scholars working in this field to share ideas and contribute to the debate.