Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score

2008/01/01 by Joshua D. Angrist, Guido M. Kuersteiner
Economics, Econometrics and Finance · #Monetary Policy and Economic Impact #Italy: Economic History and Contemporary Issues #Market Dynamics and Volatility

paper · doi:10.1162/rest_a_00109

Citations

• Remarks on a Multivariate Transformation
• Macroeconomics and Reality
• Estimating causal effects of treatments in randomized and nonrandomized studies.
• The central role of the propensity score in observational studies for causal effects
• Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score