most citedIdentifying Elasticities in Autocorrelated Time Series Using Causal Mechanism Graphs

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econ.EM2024★ 1 cited

Identifying Elasticities in Autocorrelated Time Series Using Causal Mechanism Graphs

Silvana Tiedemann, Jorge Sanchez Canales, Felix Schur +5

Instrumental variable (IV) methods are widely used to estimate the price elasticity of demand from observational data. However, naive IV estimators may be inconsistent in settings…

econ.EM2023★ 1 cited

Price elasticity of electricity demand: Using instrumental variable regressions to address endogeneity and autocorrelation of high-frequency time series

Silvana Tiedemann, Raffaele Sgarlato, Lion Hirth

This paper examines empirical methods for estimating the response of aggregated electricity demand to high-frequency price signals, the short-term elasticity of electricity demand.…