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dc.contributor.authorMoneta, Alessioen_US
dc.contributor.authorEntner, Dorisen_US
dc.contributor.authorHoyer, Patriken_US
dc.contributor.authorCoad, Alexen_US
dc.date.accessioned2010-05-27en_US
dc.date.accessioned2010-07-20T13:51:01Z-
dc.date.available2010-07-20T13:51:01Z-
dc.date.issued2010en_US
dc.identifier.urihttp://hdl.handle.net/10419/36664-
dc.description.abstractStructural vector-autoregressive models are potentially very useful tools for guiding both macro- and microeconomic policy. In this paper, we present a recently developed method for exploiting non-Gaussianity in the data for estimating such models, with the aim of capturing the causal structure underlying the data, and show how the method can be applied to both microeconomic data (processes of firm growth and firm performance) as well as macroeconomic data (effects of monetary policy).en_US
dc.language.isoengen_US
dc.publisherUniv. [u.a.] Jenaen_US
dc.relation.ispartofseriesJena economic research papers 2010,031en_US
dc.subject.jelC32en_US
dc.subject.jelC52en_US
dc.subject.jelD21en_US
dc.subject.jelE52en_US
dc.subject.jelL21en_US
dc.subject.ddc330en_US
dc.subject.keywordCausalityen_US
dc.subject.keywordStructural VARen_US
dc.subject.keywordIndependent Components Analysisen_US
dc.subject.keywordNon-Gaussianityen_US
dc.subject.keywordFirm Growthen_US
dc.subject.keywordMonetary Policyen_US
dc.subject.stwKausalanalyseen_US
dc.subject.stwVAR-Modellen_US
dc.subject.stwStrukturgleichungsmodellen_US
dc.subject.stwHauptkomponentenanalyseen_US
dc.subject.stwTheorieen_US
dc.subject.stwSchätzungen_US
dc.subject.stwUnternehmenswachstumen_US
dc.subject.stwUnternehmensentwicklungen_US
dc.subject.stwGeldpolitiken_US
dc.subject.stwWirkungsanalyseen_US
dc.subject.stwUSAen_US
dc.titleCausal inference by independent component analysis with applications to micro- and macroeconomic dataen_US
dc.typeWorking Paperen_US
dc.identifier.ppn626818389en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
Appears in Collections:Jena Economic Research Papers, MPI für Ökonomik

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