G2TT
来源类型Working Paper
规范类型报告
DOI10.3386/w29908
来源IDWorking Paper 29908
Estimating General Equilibrium Spillovers of Large-Scale Shocks
Kilian Huber
发表日期2022-04-04
出版年2022
语种英语
摘要Large-scale shocks directly affect some firms and households and indirectly impact others through general equilibrium spillovers. In this paper, I describe how researchers can directly estimate spillovers using quasi-experimental or experimental variation. I then argue that spillover estimates suffer from distinct sources of mechanical bias that standard empirical tools cannot resolve. These biases are particularly relevant in finance and macroeconomics where multiple spillover channels and nonlinear effects are common. I offer guidance on how to detect and overcome mechanical biases. An application and several examples highlight that the suggested methods are broadly relevant and can inform policy and multiplier calculations.
主题Econometrics ; Estimation Methods ; Microeconomics ; General Equilibrium ; Macroeconomics ; Monetary Policy ; Financial Economics ; Financial Institutions ; Corporate Finance ; Industrial Organization ; Firm Behavior ; Regional and Urban Economics ; Regional Economics
URLhttps://www.nber.org/papers/w29908
来源智库National Bureau of Economic Research (United States)
引用统计
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/587580
推荐引用方式
GB/T 7714
Kilian Huber. Estimating General Equilibrium Spillovers of Large-Scale Shocks. 2022.
条目包含的文件
文件名称/大小 资源类型 版本类型 开放类型 使用许可
w29908.pdf(270KB)智库出版物 限制开放CC BY-NC-SA浏览
个性服务
推荐该条目
保存到收藏夹
导出为Endnote文件
谷歌学术
谷歌学术中相似的文章
[Kilian Huber]的文章
百度学术
百度学术中相似的文章
[Kilian Huber]的文章
必应学术
必应学术中相似的文章
[Kilian Huber]的文章
相关权益政策
暂无数据
收藏/分享
文件名: w29908.pdf
格式: Adobe PDF
此文件暂不支持浏览

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。