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Causal Inference by Independent Component Analysis: Theory and Applications
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Cited by:
- Aramayis Dallakyan, 2021. "Nonparanormal Structural VAR for Non-Gaussian Data," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1093-1113, April.
- repec:hal:spmain:info:hdl:2441/3l2vounfl99nvqsr0k24sn3k5l is not listed on IDEAS
- Gnimassoun, Blaise & Mignon, Valérie, 2016.
"How Do Macroeconomic Imbalances Interact? Evidence From A Panel Var Analysis,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1717-1741, October.
- Blaise Gnimassoun & Valérie Mignon, 2013. "How Macroeconomic Imbalances Interact? Evidence from a Panel VAR Analysis," Working Papers 2013-42, CEPII research center.
- Blaise Gnimassoun & Valérie Mignon, 2014. "How macroeconomic imbalances interact? Evidence from a panel VAR analysis," EconomiX Working Papers 2014-5, University of Paris Nanterre, EconomiX.
- Blaise Gnimassoun & Valérie Mignon, 2015. "How do macroeconomic imbalances interact? Evidence from a panel VAR analysis," Post-Print hal-01385961, HAL.
- Blaise Gnimassoun & Valérie Mignon, 2014. "How macroeconomic imbalances interact? Evidence from a panel VAR analysis," Working Papers hal-04141365, HAL.
- Peter G. Fennell & David J. P. O’Sullivan & Antoine Godin & Stephen Kinsella, 2016. "Is It Possible to Visualise Any Stock Flow Consistent Model as a Directed Acyclic Graph?," Computational Economics, Springer;Society for Computational Economics, vol. 48(2), pages 307-316, August.
- Marco Capasso & Tania Treibich & Bart Verspagen, 2015.
"The medium-term effect of R&D on firm growth,"
Small Business Economics, Springer, vol. 45(1), pages 39-62, June.
- Capasso, M. & Treibich, T.G. & Verspagen, B., 2014. "The medium-term effect of R&D on firm growth," MERIT Working Papers 2014-001, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Marco Capasso & Tania Treibich & Bart Verspagen, 2015. "The medium-term effect of R&D on firm growth," Post-Print hal-03604414, HAL.
- Bruns, Stephan B. & Moneta, Alessio & Stern, David I., 2021.
"Estimating the economy-wide rebound effect using empirically identified structural vector autoregressions,"
Energy Economics, Elsevier, vol. 97(C).
- Stephan B. Bruns & Alessio Moneta & David I. Stern, 2019. "Estimating the Economy-Wide Rebound Effect Using Empirically Identified Structural Vector Autoregressions," LEM Papers Series 2019/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Coad, Alexander & Domnick, Clemens & Flachenecker, Florian & Harasztosi, Peter & Janiri, Mario Lorenzo & Pál, Rozália & Teruel Carrizosa, Mercedes, 2021. "Do capacity constraints trigger high growth for enterprises?," EIB Working Papers 2021/08, European Investment Bank (EIB).
- Bellmann, Lisa & Brixy, Udo, 2018. "Hiring by start-ups and regional labor supply," IAB-Discussion Paper 201818, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Guerini, Mattia & Moneta, Alessio, 2017.
"A method for agent-based models validation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 125-141.
- Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," Working Papers Series 42, Institute for New Economic Thinking.
- Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," LEM Papers Series 2016/16, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Kim, Hyun Hak & Swanson, Norman R., 2018. "Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods," International Journal of Forecasting, Elsevier, vol. 34(2), pages 339-354.
- Bernoth, Kerstin & Herwartz, Helmut & Trienens, Lasse, 2024.
"Interest Rates, Convenience Yields and Inflation Expectations: Drivers of US Dollar Exchange Rates,"
VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges
302351, Verein für Socialpolitik / German Economic Association, revised 2024.
- Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2024. "Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates," Discussion Papers of DIW Berlin 2100, DIW Berlin, German Institute for Economic Research.
- Brandts, Jordi & El Baroudi, Sabrine & Huber, Stefanie J. & Rott, Christina, 2021.
"Gender differences in private and public goal setting,"
Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 222-247.
- Jordi Brandts & Sabrine El Baroudi & Stefanie J. Huber & Cristina Rott, 2021. "Gender Differences in Private and Public Goal Setting," Working Papers 1231, Barcelona School of Economics.
- Jordi Brandts & Sabrine El Baroudi & Stefanie Huber & Christina Rott, 2022. "Gender Differences in Private and Public Goal Setting," Tinbergen Institute Discussion Papers 22-008/II, Tinbergen Institute.
- Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2023. "The Impacts of Global Risk and US Monetary Policy on US Dollar Exchange Rates and Excess Currency Returns," Discussion Papers of DIW Berlin 2037, DIW Berlin, German Institute for Economic Research.
- Lee, Adam & Mesters, Geert, 2024.
"Locally robust inference for non-Gaussian linear simultaneous equations models,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Adam Lee & Geert Mesters, 2021. "Locally Robust Inference for Non-Gaussian Linear Simultaneous Equations Models," Working Papers 1278, Barcelona School of Economics.
- Fiorentini, Gabriele & Sentana, Enrique, 2023.
"Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 643-665.
- Sentana, Enrique & Fiorentini, Gabriele, 2020. "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," CEPR Discussion Papers 15411, C.E.P.R. Discussion Papers.
- Gabriele Fiorentini & Enrique Sentana, 2020. "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers wp2020_2023, CEMFI.
- Alex Coad & Kristian Nielsen & Bram Timmermans, 2017. "My first employee: an empirical investigation," Small Business Economics, Springer, vol. 48(1), pages 25-45, January.
- Mario Martinoli & Alessio Moneta & Gianluca Pallante, 2022. "Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search," LEM Papers Series 2022/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Tommaso Ciarli & Alex Coad & Alessio Moneta, 2019. "Exporting and productivity as part of the growth process: Causal evidence from a data-driven structural VAR," LEM Papers Series 2019/39, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Helmut Herwartz & Alexander Lange, 2024. "How certain are we about the role of uncertainty in the economy?," Economic Inquiry, Western Economic Association International, vol. 62(1), pages 126-149, January.
- Alex Coad, 2022. "Lumps, Bumps and Jumps in the Firm Growth Process," Foundations and Trends(R) in Entrepreneurship, now publishers, vol. 18(4), pages 212-267, April.
- Cordoni, Francesco & Dorémus, Nicolas & Moneta, Alessio, 2024.
"Identification of vector autoregressive models with nonlinear contemporaneous structure,"
Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
- Francesco Cordoni & Nicolas Doremus & Alessio Moneta, 2023. "Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure," LEM Papers Series 2023/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Kalli, Maria & Griffin, Jim E., 2018. "Bayesian nonparametric vector autoregressive models," Journal of Econometrics, Elsevier, vol. 203(2), pages 267-282.
- Guerini, Mattia & Moneta, Alessio & Napoletano, Mauro & Roventini, Andrea, 2020.
"The Janus-Faced Nature Of Debt: Results From A Data-Driven Cointegrated Svar Approach,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(1), pages 24-54, January.
- Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2017. "The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach," Working Papers hal-03457555, HAL.
- Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2018. "The janus-faced nature of debt: results from a data-driven cointegrated svar approach," Post-Print hal-03471585, HAL.
- Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2018. "The janus-faced nature of debt: results from a data-driven cointegrated svar approach," SciencePo Working papers Main hal-03471585, HAL.
- Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2017. "The Janus-Faced Nature of Debt: Results from a Data-Driven Cointegrated SVAR Approach," LEM Papers Series 2017/04, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2017. "The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach," SciencePo Working papers Main hal-03457555, HAL.
- Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2017. "The Janus-faced nature of debt : result from a data-driven cointegrated SVAR approach," Documents de Travail de l'OFCE 2017-02, Observatoire Francais des Conjonctures Economiques (OFCE).
- Giacomo Bormetti & Fulvio Corsi, 2021. "A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters," Papers 2107.05263, arXiv.org, revised Feb 2022.
- Adam Lee & Geert Mesters, 2021. "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers 1792, Department of Economics and Business, Universitat Pompeu Fabra.
- Huang, Wei & Lai, Pei-Chun & Bessler, David A., 2018. "On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1020-1032.
- Moneta, Alessio & Pallante, Gianluca, 2022.
"Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study,"
Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Alessio Moneta & Gianluca Pallante, 2020. "Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study," LEM Papers Series 2020/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2018.
"Causal relations between knowledge-intensive business services and regional employment growth,"
Regional Studies, Taylor & Francis Journals, vol. 52(2), pages 172-183, February.
- Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Working Papers on Innovation and Space 2015-04, Philipps University Marburg, Department of Geography.
- Brenner, T. & Capasso, M. & Duschl, M. & Frenken, K. & Treibich, T.G., 2015. "Causal relations between knowledge-intensive business services and regional employment growth," Research Memorandum 029, Maastricht University, Graduate School of Business and Economics (GSBE).
- Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Papers in Evolutionary Economic Geography (PEEG) 1534, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Oct 2015.
- Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," LEM Papers Series 2015/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2023.
"Informational Content of Factor Structures in Simultaneous Binary Response Models,"
Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 385-410,
Emerald Group Publishing Limited.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Boston College Working Papers in Economics 985, Boston College Department of Economics.
- Khan, Shakeeb & Maurel, Arnaud & Zhang, Yichong, 2020. "Informational Content of Factor Structures in Simultaneous Binary Response Models," IZA Discussion Papers 14008, Institute of Labor Economics (IZA).
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2021. "Informational Content of Factor Structures in Simultaneous Binary Response Models," NBER Working Papers 28327, National Bureau of Economic Research, Inc.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019. "Informational Content of Factor Structures in Simultaneous Binary Response Models," Papers 1910.01318, arXiv.org, revised Mar 2022.
- Alex Coad & Agustí Segarra-Blasco & Mercedes Teruel, 2021. "A bit of basic, a bit of applied? R&D strategies and firm performance," The Journal of Technology Transfer, Springer, vol. 46(6), pages 1758-1783, December.
- repec:spo:wpmain:info:hdl:2441/3l2vounfl99nvqsr0k24sn3k5l is not listed on IDEAS
- Karamysheva, Madina & Skrobotov, Anton, 2022. "Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
- Gouriéroux, Christian & Monfort, Alain & Renne, Jean-Paul, 2017.
"Statistical inference for independent component analysis: Application to structural VAR models,"
Journal of Econometrics, Elsevier, vol. 196(1), pages 111-126.
- Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2016. "Statistical Inference for Independent Component Analysis: Application to Structural VAR Models," Working Papers 2016-20, Center for Research in Economics and Statistics.
- Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2017. "Statistical Inference for Independent Component Analysis: Application to Structural VAR Models," Working Papers 2017-09, Center for Research in Economics and Statistics.
- Bernoth, Kerstin & Herwartz, Helmut, 2021.
"Exchange rates, foreign currency exposure and sovereign risk,"
Journal of International Money and Finance, Elsevier, vol. 117(C).
- Bernoth, Kerstin & Herwartz, Helmut, 2021. "Exchange rates, foreign currency exposure and sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 117, pages 1-1.
- Kerstin Bernoth & Helmut Herwartz, 2019. "Exchange Rates, Foreign Currency Exposure and Sovereign Risk," Discussion Papers of DIW Berlin 1792, DIW Berlin, German Institute for Economic Research.
- Sebastiano Michele Zema & Francesco Cordoni, 2023. "A non-Normal framework for price discovery: The independent component based information shares measure," LEM Papers Series 2023/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Alain Guay, 2020. "Identification of Structural Vector Autoregressions Through Higher Unconditional Moments," Working Papers 20-19, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Herwartz, Helmut & Lange, Alexander & Maxand, Simone, 2019. "Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle," University of Göttingen Working Papers in Economics 375, University of Goettingen, Department of Economics.
- Brancaccio, Emiliano & Califano, Andrea & Lopreite, Milena & Moneta, Alessio, 2020. "Nonperforming loans and competing rules of monetary policy: A statistical identification approach," Structural Change and Economic Dynamics, Elsevier, vol. 53(C), pages 127-136.
- Alexander Coad & Nicola Grassano, 2016. "Whos doing who? Growth of sales, employment, assets, profits and R&D entangled in a curious five-way love triangle," JRC Working Papers on Corporate R&D and Innovation 2016-03, Joint Research Centre.
- Tommaso Ferraresi & Andrea Roventini & Giorgio Fagiolo, 2015.
"Fiscal Policies and Credit Regimes: A TVAR Approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1047-1072, November.
- Tommaso Ferraresi & Andrea Roventini & Giorgio Fagiolo, 2013. "Fiscal policies and credit regimes: a tvar approach," Documents de Travail de l'OFCE 2013-02, Observatoire Francais des Conjonctures Economiques (OFCE).
- Tommaso Ferraresi & Andrea Roventini & Giorgio Fagiolo, 2013. "Fiscal Policies and Credit Regimes: A TVAR Approach," Working Papers 03/2013, University of Verona, Department of Economics.
- Tommaso Ferraresi & Andrea Roventini & Giorgio Fagiolo, 2013. "Fiscal Policies and Credit Regimes: A TVAR Approach," LEM Papers Series 2013/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Guay, Alain, 2021. "Identification of structural vector autoregressions through higher unconditional moments," Journal of Econometrics, Elsevier, vol. 225(1), pages 27-46.
- Alex Coad & Marc Cowling & Josh Siepel, 2017. "Growth processes of high-growth firms as a four-dimensional chicken and egg," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 26(4), pages 537-554.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017.
"Validation of Agent-Based Models in Economics and Finance,"
LEM Papers Series
2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," Post-Print halshs-02375423, HAL.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," SciencePo Working papers Main halshs-02375423, HAL.
- Daniela Scidá, 2023. "Structural VAR and financial networks: A minimum distance approach to spatial modeling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(1), pages 49-68, January.
- Nast, Carolin & Broekel, Tom & Entner, Doris, 2024.
"Fueling the fire? How government support drives technological progress and complexity,"
Research Policy, Elsevier, vol. 53(6).
- Carolin Nast & Tom Broekel & Doris Entner, 2024. "Fueling the Fire? How Government Support Drives Technological Progress and Complexity," Papers in Evolutionary Economic Geography (PEEG) 2407, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Apr 2024.
- Takeshi Yoshihara & Taisei Kaizoji, 2022. "Mechanism of information transmission from a spot rate market to crypto-asset markets," Papers 2211.16176, arXiv.org.
- repec:spo:wpmain:info:hdl:2441/574jpbbn0f8f5r56hqi6mjgm9d is not listed on IDEAS
- Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Robust inference for non-Gaussian SVAR models," Economics Working Papers 1847, Department of Economics and Business, Universitat Pompeu Fabra.
- Davis, Richard & Ng, Serena, 2023. "Time series estimation of the dynamic effects of disaster-type shocks," Journal of Econometrics, Elsevier, vol. 235(1), pages 180-201.
- Alex Coad & Clemens Domnick & Florian Flachenecker & Peter Harasztosi & Mario Lorenzo Janiri & Rozalia Pal & Mercedes Teruel, 2022. "Capacity constraints as a trigger for high growth," Small Business Economics, Springer, vol. 59(3), pages 893-923, October.
- Ciarli, Tommaso & Coad, Alex & Moneta, Alessio, 2023. "Does exporting cause productivity growth? Evidence from Chilean firms," Structural Change and Economic Dynamics, Elsevier, vol. 66(C), pages 228-239.
- Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
- Matthias Duschl & Thomas Brenner, 2013. "Growth dynamics in regional systems of technological activities – A SVAR approach," Working Papers on Innovation and Space 2013-12, Philipps University Marburg, Department of Geography.
- Shuai Qin & Xiaolan Chen, 2023. "The role of entrepreneurship policy and culture in transitional routes from entrepreneurial intention to job creation: a moderated mediation model," SN Business & Economics, Springer, vol. 3(3), pages 1-25, March.
- Gabriele Fiorentini & Alessio Moneta & Francesca Papagni, 2024. "Identification of one independent shock in structural VARs," LEM Papers Series 2024/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Taku Moriyama & Masashi Kuwano, 2022. "Causal inference for contemporaneous effects and its application to tourism product sales data," Journal of Marketing Analytics, Palgrave Macmillan, vol. 10(3), pages 250-260, September.
- Petrova, Katerina, 2022. "Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models," Journal of Econometrics, Elsevier, vol. 230(1), pages 154-182.
- Jafari, Mahboubeh & Stern, David I. & Bruns, Stephan B., 2022.
"How large is the economy-wide rebound effect in middle income countries? Evidence from Iran,"
Ecological Economics, Elsevier, vol. 193(C).
- Mahboubeh Jafari & David I. Stern & Stephan B. Bruns, 2021. "How large is the economy-wide rebound effect in middle income countries? Evidence from Iran," CCEP Working Papers 2107, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
- Maxand, Simone, 2020. "Identification of independent structural shocks in the presence of multiple Gaussian components," Econometrics and Statistics, Elsevier, vol. 16(C), pages 55-68.
- Chen, Junyi & Kibriya, Shahriar & Bessler, David A. & Price, Edwin C., 2015. "A Causal Exploration of Food Price Shocks and Conflict in Sudan," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 202612, Agricultural and Applied Economics Association.
- Chen, Junyi & Kibriya, Shahriar & Bessler, David & Price, Edwin, 2018. "The relationship between conflict events and commodity prices in Sudan," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 663-684.
- Coad, Alex & Binder, Martin, 2014.
"Causal linkages between work and life satisfaction and their determinants in a structural VAR approach,"
Economics Letters, Elsevier, vol. 124(2), pages 263-268.
- Alex Coad & Martin Binder, 2013. "Causal linkages between work and life satisfaction and their determinants in a structural VAR approach," Papers on Economics and Evolution 2013-07, Philipps University Marburg, Department of Geography.
- Alex Coad & Martin Binder, 2014. "Causal Linkages between Work and Life Satisfaction and Their Determinants in a Structural VAR Approach," Economics Working Paper Archive wp_809, Levy Economics Institute.
- Gabriele D'Acunto & Paolo Bajardi & Francesco Bonchi & Gianmarco De Francisci Morales, 2021. "The Evolving Causal Structure of Equity Risk Factors," Papers 2111.05072, arXiv.org.
- Zema, Sebastiano Michele, 2022. "Directed acyclic graph based information shares for price discovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Xiaojie Xu & Yun Zhang, 2022. "Contemporaneous causality among one hundred Chinese cities," Empirical Economics, Springer, vol. 63(4), pages 2315-2329, October.
- Xiaojie Xu, 2017. "Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs," Empirical Economics, Springer, vol. 52(2), pages 731-758, March.
- repec:hal:spmain:info:hdl:2441/574jpbbn0f8f5r56hqi6mjgm9d is not listed on IDEAS
- Helmut Herwartz, 2022. "Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(1), pages 63-85, March.
- Giulio Ecchia & Francesca Gagliardi & Caterina Giannetti, 2018. "Social Investment and youth labour market participation: a EU regional analysis," Discussion Papers 2018/236, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- Marco Capasso & Alessio Moneta, 2016. "Macroeconomic responses to an independent monetary policy shock: a (more) agnostic identification procedure," LEM Papers Series 2016/36, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2017.
"Identification and estimation of non-Gaussian structural vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 196(2), pages 288-304.
- Markku Lanne & Mika Meitz & Pentti Saikkonen, 2015. "Identification and estimation of non-Gaussian structural vector autoregressions," CREATES Research Papers 2015-16, Department of Economics and Business Economics, Aarhus University.
- Li, Shu & Ernest, Jan & Bühlmann, Peter, 2017. "Nonparametric causal inference from observational time series through marginal integration," Econometrics and Statistics, Elsevier, vol. 2(C), pages 81-105.
- Helmut Herwartz & Alexander Lange & Simone Maxand, 2022. "Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?," Economic Inquiry, Western Economic Association International, vol. 60(2), pages 668-693, April.
- Alex Coad & Dominik Janzing & Paul Nightingale, 2018. "Tools for causal inference from cross-sectional innovation surveys with continuous or discrete variables: Theory and applications," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 37(75), pages 779-808, March.
- Sebastiano Michele Zema, 2020. "Directed Acyclic Graph based Information Shares for Price Discovery," LEM Papers Series 2020/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Coad, Alexander & Bauer, Péter & Domnick, Clemens & Harasztosie, Péter & Pál, Rozália & Teruel, Mercedes, 2023. "Which European firms were hardest hit by COVID-19?," EIB Working Papers 2023/05, European Investment Bank (EIB).
- Dalheimer, Bernhard & Herwartz, Helmut & Lange, Alexander, 2021. "The threat of oil market turmoils to food price stability in Sub-Saharan Africa," Energy Economics, Elsevier, vol. 93(C).
- Herwartz, Helmut & Plödt, Martin, 2016. "The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 30-44.
- Chen, Junyi & Kibriya, Shahriar & Bessler, David & Price, Edwin, 2015. "A Causal Exploration of Conflict Events and Commodity Prices of Sudan," MPRA Paper 62461, University Library of Munich, Germany.
- Lee, Sanghoon, 2014. "The relationship between growth and profit: evidence from firm-level panel data," Structural Change and Economic Dynamics, Elsevier, vol. 28(C), pages 1-11.
- Herwartz, Helmut & Maxand, Simone & Rohloff, Hannes, 2018. "Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach," University of Göttingen Working Papers in Economics 354, University of Goettingen, Department of Economics.
- Herwartz, Helmut & Wang, Shu, 2023. "Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).