Similar Search Results

Policy evaluation using causal inference methods

Fougère, Denis; Jacquemet, Nicolas - 2020

This chapter describes the main impact evaluation methods, both experimental and quasi-experimental, and the statistical model underlying them. Some of the most important methodological advances to have recently been put forward in this field of research are presented. We focus not only on the...

Persistent link: https://www.econbiz.de/10012162836

Estimating endogenous treatment effects using latent factor models with and without instrumental variables

Banerjee, Souvik; Basu, Anirban - In: Econometrics : open access journal 9 (2021) 1, pp. 1-25

We provide evidence on the least biased ways to identify causal effects in situations where there are multiple outcomes that all depend on the same endogenous regressor and a reasonable but potentially contaminated instrumental variable that is available. Simulations provide suggestive evidence...

Persistent link: https://www.econbiz.de/10012503996

A Pitfall in Using the Characterization of Granger Non-Causality in Vector Autoregressive Models

Triacca, Umberto - In: Econometrics 3 (2015) 2, pp. 233-239

It is well known that in a vector autoregressive (VAR) model Granger non-causality is characterized by a set of restrictions on the VAR coefficients. This characterization has been derived under the assumption of non-singularity of the covariance matrix of the innovations. This note shows that...

Persistent link: https://www.econbiz.de/10011249490

Disaggregated Energy Consumption and Economic Growth in Ghana

Kwakwa, Paul Adjei - In: International Journal of Energy Economics and Policy 2 (2012) 1, pp. 34-40

This study has examined the causality between disaggregated energy consumption (electricity and fossil consumption) and … overall growth, agricultural and manufacturing growth in Ghana’s economy over the period 1971-2007. By employing the Augmented … growth to electricity and fossil consumption; a unidirectional causality from agriculture to electricity consumption both in …

Persistent link: https://www.econbiz.de/10009391459

Disaggregated Energy Consumption and Economic Growth in Ghana

Kwakwa, Paul - 2014

Persistent link: https://www.econbiz.de/10014148537

Causal Effect of Early Initiation on Adolescent Smoking Patterns

Auld, M. Christopher - 2005

A key concern in policy debates over youth smoking is whether preventing children from smoking will stop them from smoking as adults or merely defer initiation into smoking. This paper estimates determinants of smoking status in late adolescence viewing smoking at age 14 as an endogenous...

Persistent link: https://www.econbiz.de/10014063213

Automatic Inference of the Contemporaneous Causal Order of a System of Equations

Hoover, Kevin D. - 2008

David Hendry and Hans-Martin Krolzig have demonstrated that PCGets, an automatic model selection algorithm that implements general-to-specific search procedures, can be successfully applied to the individual equations of vector autoregressions (VARs), provided that the contemporaneous causal...

Persistent link: https://www.econbiz.de/10014072333

Energy Consumption and Economic Growth : Empirical Evidence from MENA Region

Saqib, Najia - 2022

existence of unidirectional, bidirectional or no causal relationship between energy consumption and economic growth of different … between energy consumption and economic growth in order to maintain sustainable economic growth in MENA region …This paper examines the causal relationship between energy consumption and real GDP of the fourteen MENA Countries over …

Persistent link: https://www.econbiz.de/10013305977

Testing for Short-run and Long-Run Asymmetric Causality for two Volatile Series : An Extension of Frequency Domain Approach

Das, Narasingha; Gangopadhyay, Partha - 2023

In the present study, we propose a simple test approach based on the work of Breitung and Candelon (2006), which allows us to test for asymmetric predictability at a pre-specified frequency. The test approach can also be used to test for causality in cointegrated systems, as illustrated by...

Persistent link: https://www.econbiz.de/10014261668

Foreign Direct Investment and Economic Activity in India

Dua, Pami; Rashid, Aneesa I. - Centre for Development Economics, Delhi School of Economics - 1999

This paper examines the relationship between foreign direct investment and economic activity in India in the post liberalisation period. Foreign direct investment is measured both by the amount approved as well as the actual flows. Economic activity is measured by the index of industrial...

Persistent link: https://www.econbiz.de/10005770861