Browsing FGV EESP - Textos para Discussão / Working Paper Series by Author "Carvalho, Carlos Viana de"

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    • Arco: an artificial counterfactual approach for high-dimensional panel time-series data 

      Carvalho, Carlos Viana de; Masini, Ricardo Pereira; Medeiros, Marcelo C.
      2017
      We consider a new, flexible and easy-to-implement method to estimate causal effects of an intervention on a single treated unit and when a control group is not readily available. We propose a two-step methodology where in ...

    • The perils of counterfactual analysis with integrated processes 

      Carvalho, Carlos Viana de; Masini, Ricardo Pereira; Medeiros, Marcelo C.
      2017
      Recently, there has been a growing interest in developing econometric tools to conduct counterfactual analysis with aggregate data when a "treated" unit suffers an intervention, such as a policy change, and there is no ...