Causal transmission in reduced-form models
We propose a method to explore the causal transmission of an intervention through two endogenous variables of interest. We refer to the intervention as a catalyst variable. The method is based on the reduced-form system formed from the conditional distribution of the two endogenous variables given t...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
MDPI
2022
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