| Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review |
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| 作者姓名： | LIU Ze-qin CAI Zong-wu FANG Ying LIN Ming |
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| 作者单位： | The Wang Yanan Institute for Studies in Economics;Department of Economics;Department of Statistics |
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| 基金项目： | the National Natural Science Foundation of China(71631004,Key Project);the National Science Fund for Distinguished Young Scholars(71625001);the Basic Scientific Center Project of National Science Foundation of China:Econometrics and Quantitative Policy Evaluation(71988101);the Science Foundation of Ministry of Education of China(19YJA910003);China Scholarship Council Funded Project(201806315045). |
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| 摘 要： | In this paper,we highlight some recent developments of a new route to evaluate macroeconomic policy effects,which are investigated under the framework with potential outcomes.First,this paper begins with a brief introduction of the basic model setup in modern econometric analysis of program evaluation.Secondly,primary attention goes to the focus on causal effect estimation of macroeconomic policy with single time series data together with some extensions to multiple time series data.Furthermore,we examine the connection of this new approach to traditional macroeconomic models for policy analysis and evaluation.Finally,we conclude by addressing some possible future research directions in statistics and econometrics.
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| 关 键 词： | Impulse response function Macroeconomic casual inferences Macroeconomic policy evaluation Multiple time series data Potential outcomes Treatment effect. |
Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review |
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| LIU Ze-qin,CAI Zong-wu,FANG Ying,LIN Ming.Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review[J].Applied Mathematics A Journal of Chinese Universities,2020(1):57-83. |
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| Abstract: | In this paper, we highlight some recent developments of a new route to evaluate macroeconomic policy effects, which are investigated under the framework with potential outcomes. First, this paper begins with a brief introduction of the basic model setup in modern econometric analysis of program evaluation. Secondly, primary attention goes to the focus on causal effect estimation of macroeconomic policy with single time series data together with some extensions to multiple time series data. Furthermore, we examine the connection of this new approach to traditional macroeconomic models for policy analysis and evaluation. Finally, we conclude by addressing some possible future research directions in statistics and econometrics. |
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