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Our Capabilities
- - - Our Capabilities
      
      Three pillars of investing
- - - Discretionary Strategies
      
      Identifying and investing in uncorrelated investment strategies.
      Explore More
  - - Alternative Solutions
      
      Providing innovative exposure to underrepresented assets.
      Explore More
  - - Quantitative Strategies
      
      Bringing together the insights of macroeconomics and quantitative finance.
      Explore More
Insights
- - - Insights
      
      Explore Our Research and Insights
- - - Videos & Podcasts
      Explore More
  - - Gavyn Davies
      Explore More
  - - Investment insights
      Explore More
  - - Research
      Explore More
- - - View All Insights
About Us
- - - About Us
      
      An independent asset manager with a strong focus on research
- - - Our Company
      Explore More
  - - Investing With Us
      Explore More
  - - News & Media
      Explore More
  - - Careers
      Explore More
Sustainability
Fund Centre

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Insights Author: Juan F. Rubio-Ramírez

Narrative Sign Restrictions for SVARs

Narrative Sign Restrictions for SVARs

We identify structural vector autoregressions using narrative sign restrictions.