Manuel de Mier, Fernando Delbianco, Fernando Tohmé
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引用次数: 0
Abstract
In this paper, we investigate the performance of five causality-detection methods and the aggregation of their results when considering multiple units in a panel data setting. We employ voting rules as an aggregation procedure to determine which causal paths are identified for the sample population. Using both simulated and real-world panel data, we show the performance of these methods in detecting the correct causal paths by comparing them to a benchmark that represents a standard growth model as the ground truth.
期刊介绍:
Economic Papers is one of two journals published by the Economics Society of Australia. The journal features a balance of high quality research in applied economics and economic policy analysis which distinguishes it from other Australian journals. The intended audience is the broad range of economists working in business, government and academic communities within Australia and internationally who are interested in economic issues related to Australia and the Asia-Pacific region. Contributions are sought from economists working in these areas and should be written to be accessible to a wide section of our readership. All contributions are refereed.