Nikolay Arefiev

National Research University Higher School of Economics

Myasnitskaya street, 20

Moscow, Moscow 119017

Russia

SCHOLARLY PAPERS

3

DOWNLOADS

130

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Identification of Monetary Policy Shocks within a SVAR Using Restrictions Consistent with a DSGE Model

Higher School of Economics Research Paper No. WP BRP 125/EC/2016
Number of pages: 21 Posted: 26 Feb 2016
Nikolay Arefiev
National Research University Higher School of Economics
Downloads 59 (365,334)

Abstract:

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graphical identification; sparse SVAR; price puzzle

2.

A Theory Of Data-Oriented Identification With A SVAR Application

Higher School of Economics Research Paper No. WP BRP 79/EC/2014
Number of pages: 59 Posted: 28 Nov 2014 Last Revised: 15 Mar 2015
Nikolay Arefiev
National Research University Higher School of Economics
Downloads 50 (394,422)

Abstract:

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Identification, instrumental variables, data-oriented identification, sparse structural models, structural vector autoregression, SVAR, simultaneous equations model, SEM, probabilistic graphical model, PGM

3.

Graphical Interpretations of Rank Conditions for Identification of Linear Gaussian Models

Higher School of Economics Research Paper No. WP BRP 124/EC/2016
Number of pages: 22 Posted: 26 Feb 2016
Nikolay Arefiev
National Research University Higher School of Economics
Downloads 21 (524,287)

Abstract:

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graphical models, identification, rank condition