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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 CWP51/19
In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm of a data-dependent vector.
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’).

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.