Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference

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Unconventional Monetary Policy and the Great Recession - Estimating the Impact of a Compression in the Yield Spread at the Zero Lower Bound (2010, background): “As such, as originally pointed out by Sargent (1979), it is vulnerable to the Lucas critique, and should be regarded, in general, as unreliable.”
Identification of Financial Factors in Economic Fluctuations (2019, unknown): “Rubio-Ramirez et al. (2010). The procedure applied in this paper works as follows.”
The Nexus of Monetary Policy and Shadow Banking in China (2018, background): “Since εm,t−k for k = 0, . . . , ` enters the first equation but not the second equation and because εm,t−k is exogenously given, the dynamic system represented by (18) is globally identified according to Theorem 1 of Rubio-Ramı́rez, Waggoner, and Zha (2010).”
What are the Macroeconomic Effects of Asset Purchases (2016, methodology): “Similarly, Asian central banks are natural preferred habitat investors in the US government bond market (Turner, 2011). This descriptive evidence would suggest a greater ex ante role for the portfolio balance channel in the US, rather than the UK. To examine if this is the case, we include the yield”
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2015, unknown): “Rubio Ramírez, Waggoner, and Zha (2010) point out that choosing Q according to the QR decomposition amounts to drawing Q from a uniform distribution over the space of orthogonal matrices.”