Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/207246 
Year of Publication: 
2019
Series/Report no.: 
CESifo Working Paper No. 7855
Publisher: 
Center for Economic Studies and ifo Institute (CESifo), Munich
Abstract: 
We propose a novel approach for causal mediation analysis based on changes-in-changes assumptions restricting unobserved heterogeneity over time. This allows disentangling the causal effect of a binary treatment on a continuous outcome into an indirect effect operating through a binary intermediate variable (called mediator) and a direct effect running via other causal mechanisms. We identify average and quantile direct and indirect effects for various subgroups under the condition that the outcome is monotonic in the unobserved heterogeneity and that the distribution of the latter does not change over time conditional on the treatment and the mediator. We also provide a simulation study and an empirical application to the Jobs II programme.
Subjects: 
direct effects
indirect effects
mediation analysis
changes-in-changes
causal mechanisms
treatment effects
JEL: 
C21
Document Type: 
Working Paper
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