Algorithm-Driven SVARs: Navigating the Wilderness of Big Data

arXiv:2608.05017 · econ.EM, math.ST, stat.AP, stat.ML · Submitted 2026-08-05 · Read on arXiv

Yucheng Yang, Tao Zha

econ.EM, math.ST, stat.AP, stat.ML

Submitted: 2026-08-05

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

Core — 80× in this paper · explained in 2 episodes
Trace — 4× in this paper · explained in 2 episodes
Admissibility — 3× in this paper · explained in 2 episodes
Benchmark — 2× in this paper · explained in 2 episodes
Editor — 2× in this paper · explained in 2 episodes
Inflation — 2× in this paper · explained in 2 episodes
Loss Function — 2× in this paper · explained in 2 episodes
Papers — 2× in this paper · explained in 3 episodes
Parameterization — 2× in this paper · explained in 2 episodes
Sparsity — 2× in this paper · explained in 5 episodes
Composition — 1× in this paper · explained in 2 episodes
Division of Labor — 1× in this paper · explained in 2 episodes
Federal Reserve Economic Data — 1× in this paper
Fisher Information — 1× in this paper · explained in 4 episodes
Hyperparameters — 1× in this paper · explained in 2 episodes
Lasso — 1× in this paper · explained in 2 episodes
Localization — 1× in this paper · explained in 2 episodes
Parsimony — 1× in this paper · explained in 2 episodes
Regularization — 1× in this paper · explained in 3 episodes
Robustness — 1× in this paper · explained in 6 episodes
Theoretical Guarantees — 1× in this paper · explained in 2 episodes

Related papers