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Harun Mirza and Lidia Storjohann University of Bonn Adenauerallee 24 - 42 53113 Bonn Germany e-mail h. Making a Weak Instrument Set Stronger Factor-Based Estimation of the Taylor Rule Harun Mirza Lidia Storjohann University of Bonn February 1 2012 Working Paper Abstract The problem of weak identi cation has recently attracted attention in the analysis of structural macroeconomic models. Using robust methods can result in large con dence sets making inference di cult* We overcome this problem...
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