Please use this identifier to cite or link to this item:
https://hdl.handle.net/10419/36664
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Moneta, Alessio | en |
dc.contributor.author | Entner, Doris | en |
dc.contributor.author | Hoyer, Patrik | en |
dc.contributor.author | Coad, Alex | en |
dc.date.accessioned | 2010-05-27 | - |
dc.date.accessioned | 2010-07-20T13:51:01Z | - |
dc.date.available | 2010-07-20T13:51:01Z | - |
dc.date.issued | 2010 | - |
dc.identifier.uri | http://hdl.handle.net/10419/36664 | - |
dc.description.abstract | Structural 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 |
dc.language.iso | eng | en |
dc.publisher | |aFriedrich Schiller University Jena and Max Planck Institute of Economics |cJena | en |
dc.relation.ispartofseries | |aJena Economic Research Papers |x2010,031 | en |
dc.subject.jel | C32 | en |
dc.subject.jel | C52 | en |
dc.subject.jel | D21 | en |
dc.subject.jel | E52 | en |
dc.subject.jel | L21 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Causality | en |
dc.subject.keyword | Structural VAR | en |
dc.subject.keyword | Independent Components Analysis | en |
dc.subject.keyword | Non-Gaussianity | en |
dc.subject.keyword | Firm Growth | en |
dc.subject.keyword | Monetary Policy | en |
dc.subject.stw | Kausalanalyse | en |
dc.subject.stw | VAR-Modell | en |
dc.subject.stw | Strukturgleichungsmodell | en |
dc.subject.stw | Hauptkomponentenanalyse | en |
dc.subject.stw | Theorie | en |
dc.subject.stw | Schätzung | en |
dc.subject.stw | Unternehmenswachstum | en |
dc.subject.stw | Unternehmensentwicklung | en |
dc.subject.stw | Geldpolitik | en |
dc.subject.stw | Wirkungsanalyse | en |
dc.subject.stw | USA | en |
dc.title | Causal inference by independent component analysis with applications to micro- and macroeconomic data | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 626818389 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
Files in This Item:
Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.