Follow us
Publications Commentary Research People Events News Resources and Videos About IFS
Home People Toru Kitagawa
Toru Kitagawa

Toru Kitagawa

Research Fellow

Toru is a research staff member at CeMMAP and is also a Lecturer (Assistant Professor) in Economics. He has previously taught Microeconomectrics and Econometrics for Policy.

Academic outputs

Cemmap Working Paper CWP38/19
We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the impulse responses or forecast error variance decompositions of interest are set-identified using external instruments (or ‘proxy SVARs’).
Cemmap Working Paper CWP24/19
To perform Bayesian analysis of a partially identified structural model, two distinct approaches exist: standard Bayesian inference, which assumes a single prior for the structural parameters, including the non-identified ones; and multiple-prior Bayesian inference, which assumes full ambiguity for ...

Reports and comment

Presentations

Presentation
This paper was presented at the Asian Meeting of Econometrics Society 2013 in Singapore on 2 to 4 August 2013.
Presentation
This paper was presented at an Econometrics Seminar at Yale University in February 2013.