Search Results - subject:"Treatment effect"

Modeling the relationships among the stock market, gold price, oil price and exchange rate : a MECM and VDA approach

Agrawal, Pravin Kumar; Kumar, Mohit - In: Financial internet quarterly 21 (2025) 1, pp. 1-14

Globalization and liberalization have heightened the volatility and complexity of financial markets, prompting investors to diversify their portfolios across different asset classes. This study investigates the dynamic interrelationships among the Indian stock market benchmark index (Nifty 50),...

Persistent link: https://www.econbiz.de/10015393621

Staggered treatment effects with selection on unobservables : the case of endogenous preferential trade agreement effects on trade

Egger, Peter; Huang, Ruobing - 2025

Persistent link: https://www.econbiz.de/10015375889

Adjusters and casualties : the anatomy of labor market displacement

Hanushek, Eric Alan; Janssen, Simon; Light, Jacob D.; … - 2025

We analyze the full distribution of displaced workers' earnings losses using a new method that combines matching and synthetic control group approaches at the individual level. We find that the distribution of earnings losses is highly skewed. Average losses, as estimated by conventional event...

Persistent link: https://www.econbiz.de/10015395937

A difference-in-differences analysis of the well-being effects of Universal Credit

Baxter, Andy; Tindall, Martha; Wickham, Sophie; … - 2025

Universal Credit (UC) was a large-scale reform of the UK welfare system reform, replacing six existing benefits. UC aimed to simplify claims and encourage more claimants into work. We identify its effect on mental well-being, treating the phased rollout from 2013-2018 as a natural experiment. We...

Persistent link: https://www.econbiz.de/10015271660

On the time-varying causal relationships that drive bitcoin returns

Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2025

Persistent link: https://www.econbiz.de/10015401931

Taking an extra moment to consider treatment effects on distributions

Heckley, Gawain; Petrie, Dennis - 2025

This paper introduces Parameter Estimation by Raw Moments (PERM), a flexible method for evaluating a policy's impact on the parameters of an outcome distribution. Such parameters include the variance (E[Y 2 ]−E[Y] 2 ), skewness and covariance of two outcomes. PERM simplifies distributional...

Persistent link: https://www.econbiz.de/10015359099

Quantifying the internal validity of weighted estimands

Poirier, Alexandre; Słoczyński, Tymon - 2025

treatment effect for a small subset of the population of interest, we say its internal validity is low. Our paper develops … two questions concerning weighted estimands. First, under what conditions can they be interpreted as the average treatment … effect for some (possibly latent) subpopulation? Second, when these conditions are satisfied, what is the upper bound on the …

Persistent link: https://www.econbiz.de/10015334778

Features of the relationship between corruption, human capital components and economic growth (case of EU candidate countries)

Stryzhak, Olena - 2025

The changing geopolitical situation in the European region has actualized the issues of further EU enlargement. As a result, the relevance of studying many aspects of the functioning economic systems of candidate countries has increased. In this context, the purpose of this article is to...

Persistent link: https://www.econbiz.de/10015359728

News shocks, consumer confidence, and business cycles

Hussain, Syed M.; Liaqat, Zara - 2025

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

Causal inference and data fusion in econometrics

Hünermund, Paul; Bareinboim, Elias - 2025

Persistent link: https://www.econbiz.de/10015357822