Results 101 to 110 of about 40,215 (309)

Estimating Treatment Effects With Limited Exogeneity: A Machine Learning Approach to Selection Bias

International Studies of Economics
This paper presents a novel method for estimating treatment effects in cases where prior knowledge of the exogeneity of the treatment variable is limited.
Rui Sun, Shiyi Chen
doaj   +1 more source

Agri-food Exports and Agricultural Output in Selected EU Member States

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 2021
This sectoral study of the largest food exporters in the EU focuses on the impact of foreign trade in products made from agricultural commodities on the prospects of agricultural output development. In particular, the study analyses the interdependencies
Jacek Strojny
doaj  

Selection on the basis of prior testing [PDF]

We establish that under mild conditions, testing for the individual significance of an impulse indicator in the conditional model, selected on the basis of prior testing of its significance in the impulse saturated marginal model does not require ...
Carlos Santos
core  

Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça, Daniel Pereira dos Anjos   +1 more
wiley   +1 more source

Testing exogeneity under distributional misspecification [PDF]

We propose a general test for exogeneity that is robust against distributional misspecification. The test can also be used to identify other types of misspecifications, such as the presence of a random coefficient.
de Luna, Xavier, Johansson, Per
core  

Temporary VAT Reduction in Vietnam: Consumer Behavior Analysis

International Studies of Economics, EarlyView.
ABSTRACT This study investigates the impact of temporary VAT rate changes on consumer behavior in Vietnam, particularly concerning the VAT reduction implemented during 2023–2024. The research analyzes annual survey data and household expenditure reports to assess changes in consumer spending on durable goods during the first half of 2024 (2024 H1 ...
Hang Thi Thu Trinh
wiley   +1 more source

Instrumental variables estimation of large demand systems with an application to fruit and vegetable demand and price index

Journal of the Agricultural and Applied Economics Association, EarlyView.
Abstract This paper derives the asymptotic properties of an iterated three‐stage least squares (I3SLS) estimator and applies it to estimate a Quadratic Almost Ideal Demand (QUAID) system for 47 fruits and vegetables with endogenous prices. We calculate an exact price index from the estimates and compare it with several commonly used price indexes.
Shaonan Wang, Chen Zhen, Peyton Ferrier
wiley   +1 more source

Determinants of Business Cycles in Small Scale Macroeconomic Models: The German Case [PDF]

We identify measures of shocks to total factor productivity and preferences from two real business cycle models and subject them to Granger causality tests to see whether they can be considered exogenous to other plausible sources of the German business ...
Alfred Maussner, Julius Spatz
core  

Estimating Interaction Effects With Panel Data

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley   +1 more source

Macroeconomic Impacts of Monetary Variables on Pakistan’s Foreign Sector

Lahore Journal of Economics
This study examines the impact of monetary variables on the balance of payments of Pakistan, including the exogeneity of these variables. The empirical findings indicate that the balance of payments is influenced by monetary factors and that monetary ...
M. Aslam Chaudhary and Ghulam Shabbir
doaj