Semiparametric Causality Tests Using the Policy Propensity Score
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References listed on IDEAS
- Romer, Christina D. & Romer, David H., 1997. "Identification and the narrative approach: A reply to Leeper," Journal of Monetary Economics, Elsevier, vol. 40(3), pages 659-665, December.
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Cited by:
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010.
"The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics,"
Journal of Economic Perspectives,
American Economic Association, vol. 24(2), pages 3-30, Spring.
- Angrist, Joshua D. & Pischke, Jörn-Steffen, 2010. "The credibility revolution in empirical economics: how better research design is taking the con out of econometrics," LSE Research Online Documents on Economics 48898, London School of Economics and Political Science, LSE Library.
- Joshua Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," NBER Working Papers 15794, National Bureau of Economic Research, Inc.
- Angrist, Joshua & Pischke, Jörn-Steffen, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design Is Taking the Con out of Econometrics," IZA Discussion Papers 4800, Institute for the Study of Labor (IZA).
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics," Working Paper Series of the German Council for Social and Economic Data 142, German Council for Social and Economic Data (RatSWD).
- Joshua D. Angrist & Jörn-Steffen Pischke, 2010. "The Credibility Revolution in Empirical Economics: How Better Research Design is taking the Con out of Econometrics," CEP Discussion Papers dp0976, Centre for Economic Performance, LSE.
- Òscar Jordà & Alan M. Taylor, 2016.
"The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy,"
Economic Journal,
Royal Economic Society, vol. 126(590), pages 219-255, February.
- Jordà, Òscar & Taylor, Alan M., 2013. "The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy," Working Paper Series 2013-25, Federal Reserve Bank of San Francisco.
- Òscar Jordà & Alan M. Taylor, 2013. "The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy," NBER Working Papers 19414, National Bureau of Economic Research, Inc.
- Jordà, Òscar & Taylor, Alan M., 2014. "The time for austerity: Estimating the average treatment effect of fiscal policy," SAFE Working Paper Series 79, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Jordà, Òscar & Taylor, Alan M., 2013. "The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy," CEPR Discussion Papers 9646, C.E.P.R. Discussion Papers.
- Mauricio Villamizar, 2014.
"Identifying the Effects of Simultaneous Monetary Policy Shocks. Fear of Floating under Inflation targeting,"
Borradores de Economia
835, Banco de la Republica de Colombia.
- Mauricio Villamizar, 2014. "Identifying the Effects of Simultaneous Monetary Policy Shocks. Fear of Floating under Inflation targeting," BORRADORES DE ECONOMIA 012010, BANCO DE LA REPÚBLICA.
- Song, Kyungchul, 2010. "Testing semiparametric conditional moment restrictions using conditional martingale transforms," Journal of Econometrics, Elsevier, vol. 154(1), pages 74-84, January.
- Joeri Smits & Jeffrey S. Racine, 2013. "Testing Exclusion Restrictions in Nonseparable Triangular Models," Department of Economics Working Papers 2013-02, McMaster University.
- Sokbae Lee & Yoon-Jae Whang, 2009.
"Nonparametric tests of conditional treatment effects,"
CeMMAP working papers
CWP36/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae Lee & Yoon-Jae Whang, 2009. "Nonparametric Tests of Conditional Treatment Effects," Cowles Foundation Discussion Papers 1740, Cowles Foundation for Research in Economics, Yale University.
- Joshua D. Angrist & Òscar Jordà & Guido Kuersteiner, 2013.
"Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited,"
NBER Working Papers
19355, National Bureau of Economic Research, Inc.
- Angrist, Joshua D. & Jordà, Òscar & Kuersteiner, Guido M., 2013. "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," Working Paper Series 2013-24, Federal Reserve Bank of San Francisco.
- Michael Lechner, 2006. "The Relation of Different Concepts of Causality in Econometrics," University of St. Gallen Department of Economics working paper series 2006 2006-15, Department of Economics, University of St. Gallen.
- White, Halbert, 2006. "Time-series estimation of the effects of natural experiments," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 527-566.
- Mauricio Villamizar-Villegas, 2016. "Identifying The Effects Of Simultaneous Monetary Policy Shocks," Contemporary Economic Policy, Western Economic Association International, vol. 34(2), pages 268-296, April.
- Kyungchul Song, 2007. "Testing Conditional Independence via Rosenblatt Transforms," PIER Working Paper Archive 07-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
More about this item
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2004-12-20 (All new papers)
- NEP-ECM-2004-12-20 (Econometrics)
- NEP-ETS-2004-12-20 (Econometric Time Series)
- NEP-MAC-2004-12-20 (Macroeconomics)
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