Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited

DOI10.1080/07350015.2016.1204919MaRDI QIDQ6623188zbMATH OpenFDO

Authors Joshua D. Angrist, Òscar Jordà, Guido Kuersteiner

Publication date 23 October 2024

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

Full work available at URL https://doi.org/10.1080/07350015.2016.1204919

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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

Cited in

(13)

• 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
• Local projection inference in high dimensions
• How do firms' financial conditions influence the transmission of monetary policy? A non-parametric local projection approach
• Quantile Policy Effects: An Application to U.S. Macroprudential Policy
• Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly
• Comment: Dynamic Causal Effects in a Nonlinear World: The Good, the Bad, and the Ugly
• Nonlinearity in Dynamic Causal Effects: Making the Bad into the Good, and the Good into the Great?
• Nonparametric Causal Inference with Functional Covariates
• Inference for local projections

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