Toru Kitagawa

University College London

Gower Street

London, WC1E 6BT

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

29

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (4)

Robust Bayesian Analysis for Econometrics

FRB of Chicago Working Paper No. WP-2021-11
Number of pages: 42 Posted: 02 Sep 2021
Raffaella Giacomini, Toru Kitagawa and Matthew Read
University College London - Department of Economics, University College London and University College London - Department of Economics
Downloads 15 (760,042)

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ambiguity, Bayesian robustness, statistical decision theory, identifying restrictions, multiple priors, structural vector autoregression

Robust Bayesian Analysis for Econometrics

CEPR Discussion Paper No. DP16488
Number of pages: 44 Posted: 27 Sep 2021
Raffaella Giacomini, Toru Kitagawa and Matthew Read
University College London - Department of Economics, University College London and University College London - Department of Economics
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2.

Inference on Winners

NBER Working Paper No. w25456
Number of pages: 94 Posted: 23 Jan 2019 Last Revised: 21 Jan 2022
Isaiah Andrews, Toru Kitagawa and Adam McCloskey
Harvard Society of Fellows, University College London and University of Colorado at Boulder - Department of Economics
Downloads 13 (751,598)
Citation 1

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3.

Inference About Non-Identified SVARs

CEPR Discussion Paper No. DP10287
Number of pages: 45 Posted: 08 Dec 2014
Raffaella Giacomini and Toru Kitagawa
University College London - Department of Economics and University College London
Downloads 1 (875,001)
Citation 1
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ambiguous beliefs, credible region, partial causal ordering, posterior bounds

4.

Robust Bayesian Inference in Proxy Svars

CEPR Discussion Paper No. DP14626
Number of pages: 45 Posted: 08 May 2020
Raffaella Giacomini, Toru Kitagawa and Matthew Read
University College London - Department of Economics, University College London and University College London - Department of Economics
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Citation 4
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