Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited

DOI10.1080/07350015.2016.1204919zbMATH Open1547.62593MaRDI QIDQ6623188

Joshua D. Angrist, Guido Kuersteiner, Òscar Jordà

Publication date: 23 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Martingales and arbitrage in multiperiod securities markets
• Nonlinear Dynamic Structures
• The central role of the propensity score in observational studies for causal effects
• Matching As An Econometric Evaluation Estimator
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• The General Theory of Employment, Interest, and Money
• Two-Stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
• A Generalization of Sampling Without Replacement From a Finite Universe
• Estimation of affine asset pricing models using the empirical characteristic function

Related Items (5)

Empirical strategies in economics: illuminating the path from cause to effect ⋮ Do monetary policy shocks have asymmetric effects on stock market? ⋮ Testing conditional independence in casual inference for time series data ⋮ Dynamic regression discontinuity under treatment effect heterogeneity ⋮ State-dependent local projections

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