3 papers
econ.EM2024
Transmission Channel Analysis in Dynamic Models
Enrico Wegner, Lenard Lieb, Stephan Smeekes +1
We propose a framework for analysing transmission channels in a large class of dynamic models. We formulate our approach both using graph theory and potential outcomes, which we sh…
econ.EM2021
Min(d)ing the President: A text analytic approach to measuring tax news
Lenard Lieb, Adam Jassem, Rui Jorge Almeida +2
Economic agents react to signals about future tax policy changes. Consequently, estimating their macroeconomic effects requires identification of such signals. We propose a novel t…
econ.EM2017
Inference for Impulse Responses under Model Uncertainty
Lenard Lieb, Stephan Smeekes
In many macroeconomic applications, confidence intervals for impulse responses are constructed by estimating VAR models in levels - ignoring cointegration rank uncertainty. We inve…