Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score
By Joshua D. Angrist, G. Kuersteiner. 2011
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- Marcel Fratzscher
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- Roland Straub
- Alberto Abadie
- M. D. Cattaneo
- Geert Bekaert
- Guido W. Imbens
- Kosuke Imai
Citations in the corpus
- Democracy Does Cause Growth (2019, unknown): “In this section, we follow Angrist et al. (2013) and adapt their propensity score matching estimator for time series models to our panel context.”
- Capital Flow Management Measures: What Are They Good For? (2014, background): “Although these advantages have been well-known in cross-section analysis, Angrist and Kuersteiner (2011) estimate the impact of monetary policy shocks and demonstrate that these advantages of propensity-score methodology are also useful in time-series, cross-section models, including in the…”
- Matching on the Estimated Propensity Score (2016, methodology): “Also for regular parametric models, equation (2) is derived in the proof of Proposition 2.1.2 in Bickel et al. (1998).”