Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/36664 
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dc.contributor.authorMoneta, Alessioen
dc.contributor.authorEntner, Dorisen
dc.contributor.authorHoyer, Patriken
dc.contributor.authorCoad, Alexen
dc.date.accessioned2010-05-27-
dc.date.accessioned2010-07-20T13:51:01Z-
dc.date.available2010-07-20T13:51:01Z-
dc.date.issued2010-
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
dc.language.isoengen
dc.publisher|aFriedrich Schiller University Jena and Max Planck Institute of Economics |cJenaen
dc.relation.ispartofseries|aJena Economic Research Papers |x2010,031en
dc.subject.jelC32en
dc.subject.jelC52en
dc.subject.jelD21en
dc.subject.jelE52en
dc.subject.jelL21en
dc.subject.ddc330en
dc.subject.keywordCausalityen
dc.subject.keywordStructural VARen
dc.subject.keywordIndependent Components Analysisen
dc.subject.keywordNon-Gaussianityen
dc.subject.keywordFirm Growthen
dc.subject.keywordMonetary Policyen
dc.subject.stwKausalanalyseen
dc.subject.stwVAR-Modellen
dc.subject.stwStrukturgleichungsmodellen
dc.subject.stwHauptkomponentenanalyseen
dc.subject.stwTheorieen
dc.subject.stwSchätzungen
dc.subject.stwUnternehmenswachstumen
dc.subject.stwUnternehmensentwicklungen
dc.subject.stwGeldpolitiken
dc.subject.stwWirkungsanalyseen
dc.subject.stwUSAen
dc.titleCausal inference by independent component analysis with applications to micro- and macroeconomic data-
dc.typeWorking Paperen
dc.identifier.ppn626818389en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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