Advances in Structural Shocks Identification: Information, Fundamentalness and Recoverability

The Barcelona GSE Summer Forum Workshop on Advances in Structural Shocks Identification: Information, Fundamentalness and Recoverability will run for 2 days and will take place online on June 14-15, 2021.

Under what conditions can structural macroeconomic shocks 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.

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Workshop program

 

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