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On the role of counterfactuals in inferring causal effects of treatments
Kluve, Jochen - 2001
Causal inference in the empirical sciences is based on counterfactuals. This paper presents the counterfactual account … counterfactuals for the case of a finite number of treatments, and illustrate these using a simple settheoretical framework. The paper …
Persistent link: https://www.econbiz.de/10011403468
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Time-varying linkages between tourism receipts and economic growth in South Africa
Balcilar, Mehmet; Van Eyden, Reneé; Inglesi-Lotz, Roula; … - In: Applied economics 46 (2014) 34/36, pp. 4381-4398
Persistent link: https://www.econbiz.de/10010462732
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GDP volatility implication of tourism volatility in South Africa : a time-varying approach
Lee, Chien-chiang; Olasehinde-Williams, Godwin O; … - In: Tourism economics : the business and finance of tourism … 28 (2022) 2, pp. 435-450
Persistent link: https://www.econbiz.de/10013176781
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On the Role of Counterfactuals in Inferring Causal Effects of Treatments
Kluve, Jochen - 2001
Causal inference in the empirical sciences is based on counterfactuals. This paper presents the counterfactual account … counterfactuals for the case of a finite number of treatments, and illustrate these using a simple settheoretical framework. The paper …
Persistent link: https://www.econbiz.de/10010262562
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Chapter 70 Econometric Evaluation of Social Programs, Part I: Causal Models, Structural Models and Econometric Policy Evaluation
Heckman, James J.; Vytlacil, Edward J. - In: Handbook of econometrics : volume 6B, (pp. 4779-4874). 2007
model of agent choice and outcomes is used to illustrate the main ideas. We formally develop models for counterfactuals and …
Persistent link: https://www.econbiz.de/10014024945
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Forecasted treatment effects
Botosaru, Irene; Giacomini, Raffaella; Weidner, Martin - 2023
average treatment effects, based on forecasting counterfactuals using a short time series of pre-treatment data. We show that … counterfactuals. Basing the forecasts on a model can introduce misspecification bias and does not necessarily improve performance even …
Persistent link: https://www.econbiz.de/10014335601
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Common methodological mistakes
Wulff, Jesper Nydam; Sajons, Gwendolin B.; Pogrebna, Ganna - In: The leadership quarterly : LQ ; an international … 34 (2023) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014282576
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How does monetary policy change? Evidence on inflation targeting countries
Baxa, Jaromír; Horváth, Roman; Vašíček, Bořek - 2010
We examine the evolution of monetary policy rules in a group of inflation targeting countries (Australia, Canada, New Zealand, Sweden and the United Kingdom), applying a moment-based estimator in a time-varying parameter model with endogenous regressors. Using this novel flexible framework, our...
Persistent link: https://www.econbiz.de/10010322229
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Measuring dynamic connectedness with large Bayesian VAR models
Korobilis, Dimitris; Yılmaz, Kamil - 2018
We estimate a large Bayesian time-varying parameter vector autoregressive (TVP-VAR) model of daily stock return volatilities for 35 U.S. and European financial institutions. Based on that model we extract a connectedness index in the spirit of Diebold and Yilmaz (2014) (DYCI). We show that the...
Persistent link: https://www.econbiz.de/10012060204
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The time-varying effects of oil prices on oil-gas stock returns of the fragile five countries
Yurteri Kösedağlı, Begüm; Kışla, Gül Huyugüzel; … - In: Financial Innovation 7 (2021) 1, pp. 1-22
This study analyzes oil price exposure of the oil-gas sector stock returns for the fragile five countries based on a multi-factor asset pricing model using daily data from 29 May 1996 to 27 January 2020. The endogenous structural break test suggests the presence of serious parameter...
Persistent link: https://www.econbiz.de/10012602885