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Design-based identification with formula instruments : a review

Borusyak, Kirill; Hull, Peter; Jaravel, Xavier - 2023

Many studies in economics use instruments or treatments which combine a set of exogenous shocks with other predetermined variables by a known formula. Examples include shift-share instruments and measures of social or spatial spillovers. We review recent econometric tools for this setting, which...

Persistent link: https://www.econbiz.de/10014312067

A nonparametric anallysis of welfare and the economic shocks

Rosati, Nicoletta (contributor) - 2006

Persistent link: https://www.econbiz.de/10003385788

Intergenerational mobility and the timing of parental income

Carneiro, Pedro; Lopez Garcia, Italo; Salvanes, Kjell G.; … - 2015

We extend the standard intergenerational mobility literature by modelling individual outcomes as a function of the whole history of parental income, using data from Norway. We find that, conditional on permanent income, education is maximized when income is balanced between the early childhood...

Persistent link: https://www.econbiz.de/10011346626

Partial insurance and investments in children

Carneiro, Pedro; Ginja, Rita - 2015

This paper studies the impact of permanent and transitory shocks to income on parental investments in children. We use panel data on family income, and an index of investments in children in time and goods, from the Children of the National Longitudinal Survey of Youth. Consistent with the...

Persistent link: https://www.econbiz.de/10010505849

Narrative restrictions and proxies

Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2022

structural vector autoregression (SVAR): imposing 'narrative restrictions' (NR) on the shock signs in an otherwise setidentified … SVAR; and casting the information about the shock signs as a discretevalued 'narrative proxy' (NP) to point-identify the … impulse responses. The NP is likely to be 'weak' given that the sign of the shock is typically known in a small number of …

Persistent link: https://www.econbiz.de/10013173190

Non-random exposure to exogenous shocks : theory and application

Borusyak, Kirill; Hull, Peter - 2020

shocks with predetermined measures of shock exposure. Examples include measures of spillovers in social and transportation …

Persistent link: https://www.econbiz.de/10012285423

Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2023

In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics (PSID) from 2005-2017 to explore the transmission of income shocks to consumption. We build on the nonlinear quantile framework introduced in Arellano, Blundell and Bonhomme (2017). Our focus is on the...

Persistent link: https://www.econbiz.de/10014248416

Identifying the returns to lying when the truth is unobserved

Hu, Yingyao (contributor); Lewbel, Arthur (contributor) - 2007 - rev.

Persistent link: https://www.econbiz.de/10003637513

More on confidence intervals for partially identified parameters

Stoye, Jörg (contributor) - 2008

This paper extends Imbens and Manski’s (2004) analysis of confidence intervals for interval identified parameters. For their final result, Imbens and Manski implicitly assume superefficient estimation of a nuisance parameter. This appears to have gone unnoticed before, and it limits the...

Persistent link: https://www.econbiz.de/10003739665

Estimation of nonparametric conditional moment models with possibly nonsmooth moments

Chen, Xiaohong (contributor); Pouzo, Demian (contributor) - 2008

This paper studies nonparametric estimation of conditional moment models in which the residual functions could be nonsmooth with respect to the unknown functions of endogenous variables. It is a problem of nonparametric nonlinear instrumental variables (IV) estimation, and a difficult nonlinear...

Persistent link: https://www.econbiz.de/10003739667

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