Search Results - subject:"Dynamic Causal Effects"

Weak instrument bias in impulse response estimators

Lewis, Daniel J.; Mertens, Karel - 2026

Persistent link: https://www.econbiz.de/10015606655

Weak instrument bias in impulse response estimators

Lewis, Daniel J.; Mertens, Karel - 2026

We approximate the finite-sample distribution of impulse response function (IRF) estimators that are just-identified with a weak instrument using the conventional local-to-zero asymptotic framework. Since the distribution lacks a mean, we assess bias using the mode and conclude that researchers...

Persistent link: https://www.econbiz.de/10015558919

News shocks, consumer confidence, and business cycles

Hussain, Syed M.; Liaqat, Zara - 2025

Persistent link: https://www.econbiz.de/10015361608

Population interference in panel experiments

Han, Kevin; Basse, Guillaume; Bojinov, Iavor - In: Journal of econometrics 238 (2024) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10015073819

Weak instrument bias in impulse response estimators

Lewis, Daniel J.; Mertens, Karel - 2026

Persistent link: https://www.econbiz.de/10015586825

Sentimental business cycles

Lagerborg, Andresa; Pappa, Euē; Ravn, Morten O. - In: The review of economic studies : RES 90 (2023) 3, pp. 1358-1393

Persistent link: https://www.econbiz.de/10014320293

Nonlinearity in dynamic causal effects : making the bad into the good, and the good into the great?

Kitagawa, Toru; Wang, Weining; Xu, Mengshan - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 4, pp. 770-781

Persistent link: https://www.econbiz.de/10015534398

Population interference in panel experiments

Han, Kevin Wu; Bojinov, Iavor; Basse, Guillaume - 2021

The phenomenon of population interference, where a treatment assigned to one experimental unit affects another experimental unit's outcome, has received consider- able attention in standard randomized experiments. The complications produced by population interference in this setting are now...

Persistent link: https://www.econbiz.de/10012514624

Panel experiments and dynamic causal effects: A finite population perspective

Bojinov, Iavor; Rambachan, Ashesh; Shephard, Neil G. - In: Quantitative Economics 12 (2021) 4, pp. 1171-1196

procedure in several periods. Using the potential outcomes framework, we define finite population dynamic causal effects that … capture the relative effectiveness of alternative treatment paths. For a rich class of dynamic causal effects, we provide a … interpretable estimand if there are dynamic causal effects and serial correlation in the assignments, highlighting the value of our …

Persistent link: https://www.econbiz.de/10013189770

Dancing alone or together: the dynamic effects of independent and common monetary policies

Lastauskas, Povilas; Stakėnas, Julius - 2021

Persistent link: https://www.econbiz.de/10012494427