Pinilla, Jaime; Negrín, Miguel; … - In: Jahrbücher für Nationalökonomie und Statistik 238 (2018) 5, pp. 423-439
Abstract The Bayesian structural time series model, used in conjunction with a state–space model, is a novel means of exploring the causal impact of a policy intervention. It extends the widely used difference–in–differences approach to the time series setting and enables several control...