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Covariates and causal effects : the problem of context

Aliprantis, Dionissi - 2013

Persistent link: https://www.econbiz.de/10009786526

Economic growth and income distribution in Mexico : a cointegration exercise

Risso, Wiston Adrián; Punzo, Lionello F.; Carrera, … - In: Economic modelling 35 (2013), pp. 708-714

Persistent link: https://www.econbiz.de/10010336675

The behaviours of the Ukrainian lending rate, deposit rate, and intermediation premium

Nguyen, Chu V.; Honcharenko, Oksana - In: Entrepreneurial business and economics review : EBER 8 (2020) 1, pp. 143-158

is unidirectional, indicating the exoge-neity of their lending rate from their deposit rate. This exogeneity hinders …-makers should introduce programs to remove exogeneity from the banking sector. Policy prority should focus on rectifying pervasive … corruption, which is one of the major causes for the operation of the shadow banking industry leading to the exogeneity in the …

Persistent link: https://www.econbiz.de/10012516970

External validity in fuzzy regression discontinuity designs

Bertanha, Marinho; Imbens, Guido - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 593-612

Persistent link: https://www.econbiz.de/10012262498

Causality in econometric modeling from theory to structural causal modeling

Mouchart, Michel; Orsi, Renzo; Wunsch, Guillaume J. - 2020

Persistent link: https://www.econbiz.de/10012271163

Building a structural model : parameterization and structurality

Mouchart, Michel; Orsi, Renzo - 2015

Persistent link: https://www.econbiz.de/10011581832

External validity in fuzzy regression discontinuity designs

Bertanha, Marinho; Imbens, Guido - 2016 - This Draft: February 2016

Persistent link: https://www.econbiz.de/10011893981

Causality in econometric modeling : from theory to structural causal modeling

Mouchart, Michel; Orsi, Renzo; Wunsch, Guillaume J. - 2020

This paper examines different approaches for assessing causality as typically followed in econometrics and proposes a constructive perspective for improving statistical models elaborated in view of causal analysis. Without attempting to be exhaustive, this paper examines some of these...

Persistent link: https://www.econbiz.de/10012170696

Determinants and Sustainability of House Prices: The Case of Shanghai, China

Zou, Gao Lu; Chau, Kwong Wing - In: Sustainability 7 (2015) 4, pp. 4524-4548

Recent housing policies include measures for home purchase control and shanty town redevelopment. This study proposes sustainable pricing, in that the long-run equilibrium price is determined by the fundamentals of house prices. We argue that changes in CPI might have led to rapidly growing...

Persistent link: https://www.econbiz.de/10011261286

Vector Autoregression and Causality

Toda, Hiro Y.; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1991

This paper develops a complete limit theory for Wald tests of Granger causality in levels vector autoregression (VAR's) and Johansen-type error correction models (ECM's) allowing for the presence of stochastic trends and cointegration. Earlier work by Sims, Stock and Watson (1990) on trivariate...

Persistent link: https://www.econbiz.de/10005464026