2 papers
econ.EM2025
Dynamic Local Average Treatment Effects in Time Series
Alessandro Casini, Adam McCloskey, Luca Rolla +1
This paper discusses identification, estimation, and inference on dynamic local average treatment effects (LATEs) in instrumental variables (IVs) settings. First, we show that comp…
econ.EM2025
Identification and Estimation of Causal Effects in High-Frequency Event Studies
Alessandro Casini, Adam McCloskey
We provide precise conditions for nonparametric identification of causal effects by high-frequency event study regressions, which have been used widely in the recent macroeconomics…