Спикер: Dmitry Arkhangelsky (Associate Professor at CEMFI, Madrid)
Название: On Policy Evaluation with Aggregate Time-Series Shocks
Область исследования
Applied Econometrics, Causal Inference, Policy Evaluation, Panel Data
Какую проблему призвано решить ваше исследование?
"Commonly used (e.g., in macro or development) approach to estimation of policy-relevant effects using aggregate instruments (TSLS with fixed effects) is valid only under quite restrictive conditions. In this work we propose a method which shares the simplicity of the TSLS but remains valid in much more general context."
Что обнаружило ваше исследование?
"We propose a new algorithm and show its superiority to the currently used benchmark. Our method can be used to estimate policy-relevant effects using aggregate shocks as instruments."
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