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Prediction of gas concentration based on the opposite degree algorithm
Yue, Xiao-Guang; Gao, Rui; McAleer, Michael - 2016
In order to study the dynamic changes in gas concentration, to reduce gas hazards, and to protect and improve mining safety, a new method is proposed to predict gas concentration. The method is based on the opposite degree algorithm. Priori and posteriori values, opposite degree computation,...
Persistent link: https://www.econbiz.de/10011456718
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Graphical models for structural vector autoregressions
Moneta, Alessio (contributor) - 2005 - [Elektronische Ressource]
The identification of a VAR requires differentiating between correlation and causation. This paper presents a method to …
Persistent link: https://www.econbiz.de/10002133841
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Causality and econometrics
Heckman, James J.; Pinto, Rodrigo - 2022
This paper examines the econometric causal model for policy analysis developed by the seminal ideas of Ragnar Frisch and Trygve Haavelmo. We compare the econometric causal model with two popular causal frameworks: Neyman-Holland causal model and the do-calculus. The Neyman-Holland causal model...
Persistent link: https://www.econbiz.de/10012886838
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Fiscal policy in the Bundestag : textual analysis and macroeconomic effects
Latifi, Albina; Naboka-Krell, Viktoriia; Tillmann, Peter; … - 2023
identification of government spending shocks. …
Persistent link: https://www.econbiz.de/10013554877
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Heterogeneity in the pass-through from oil to gasoline prices : a new instrument for estimating the price elasticity of gasoline demand
Kilian, Lutz; Zhou, Xiaoqing - 2023
We propose a new instrument for estimating the price elasticity of gasoline demand that exploits systematic differences across U.S. states in the pass-through of oil price shocks to retail gasoline prices. These differences, which are primarily driven by variation in the cost of producing and...
Persistent link: https://www.econbiz.de/10013554901
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Blended Identification in Structural Vars
Carriero, Andrea; Marcellino, Massimiliano; Tornese, Tommaso - 2023
We propose a blended approach which combines identification via heteroskedasticity with the widely used methods of sign … external instruments can prove necessary when the conditions for point identification through heteroskedasticity are not met … and offers a natural solution to the labeling problem inherent in purely statistical identification strategies. As a …
Persistent link: https://www.econbiz.de/10014356078
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Stage-based identification of policy effects
Alemán, Christian; Busch, Christopher; Ludwig, Alexander; … - 2023
We develop a method that identifies the effects of nationwide policy, i.e., policy implemented across all regions at the same time. The core idea is to track outcome paths in terms of stages rather than time, where a stage of a regional outcome at time t is its location on the support of a...
Persistent link: https://www.econbiz.de/10014389074
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Stage-based identification of policy effects
Alemán, Christian; Busch, Christopher; Ludwig, Alexander; … - 2023
We develop a method that identifies the effects of nationwide policy, i.e., policy implemented across all regions at the same time. The core idea is to track outcome paths in terms of stages rather than time, where a stage of a regional outcome at time t is its location on the support of a...
Persistent link: https://www.econbiz.de/10014393197
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How to construct monthly VAR proxies based on daily futures market surprises
Kilian, Lutz - 2023
Persistent link: https://www.econbiz.de/10014382788
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Stage based identification of policy effects
Alemán, Christian; Busch, Christopher; Ludwig, Alexander; … - 2023
Persistent link: https://www.econbiz.de/10014439904