应用经济学的地方预测

IF 6.8 2区 经济学 Q1 ECONOMICS
Òscar Jordà
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引用次数: 0

摘要

干预对结果的动态因果效应是应用宏观和微观经济学研究的首要兴趣。然而,这两个文献对这个问题的处理方式通常不同。在从传统的时间序列方法过渡到应用微观计量经济学的过程中,局部预测可以作为一个天然的桥梁。局部投影可以将向量自回归和脉冲响应的语言转化为潜在结果和治疗效果的语言。这两种文献都可以从更大程度上整合各自的成熟方法中获益。这篇综述展示了如何建立这些联系,并指出了进一步研究的潜在领域。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Local Projections for Applied Economics
The dynamic causal effect of an intervention on an outcome is of paramount interest to applied macro- and microeconomics research. However, this question has been generally approached differently by the two literatures. In making the transition from traditional time series methods to applied microeconometrics, local projections can serve as a natural bridge. Local projections can translate the familiar language of vector autoregressions and impulse responses into the language of potential outcomes and treatment effects. There are gains to be made by both literatures from greater integration of well-established methods in each. This review shows how to make these connections and points to potential areas of further research.
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来源期刊
CiteScore
9.70
自引率
3.60%
发文量
34
期刊介绍: The Annual Review of Economics covers significant developments in the field of economics, including macroeconomics and money; microeconomics, including economic psychology; international economics; public finance; health economics; education; economic growth and technological change; economic development; social economics, including culture, institutions, social interaction, and networks; game theory, political economy, and social choice; and more.
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