This paper aims to settle the issue of identifying the causal or interdependent nature of econometric models by shedding light on the analogy linking the so-called reduced form of structural models and the secondary form of closed-loop systems. This turns out to pave the way to unfold the latent feedback mechanism possibly hidden in the reduced form of an econometric relationship taken out of a simultaneous equation model, and eventually leads to set up a diagnostic framework and an effective toolkit for causal structure analysis.
Faliva, M., Sulla struttura causale dei modelli econometrici: una rivisitazione del problema in chiave sistemistica, <<RIVISTA INTERNAZIONALE DI SCIENZE SOCIALI>>, 1999; (CVII): 131-142 [http://hdl.handle.net/10807/18595]
Autori: | |
Titolo: | Sulla struttura causale dei modelli econometrici: una rivisitazione del problema in chiave sistemistica |
Data di pubblicazione: | 1999 |
Abstract: | This paper aims to settle the issue of identifying the causal or interdependent nature of econometric models by shedding light on the analogy linking the so-called reduced form of structural models and the secondary form of closed-loop systems. This turns out to pave the way to unfold the latent feedback mechanism possibly hidden in the reduced form of an econometric relationship taken out of a simultaneous equation model, and eventually leads to set up a diagnostic framework and an effective toolkit for causal structure analysis. |
Lingua: | Italiano |
Rivista: | |
Citazione: | Faliva, M., Sulla struttura causale dei modelli econometrici: una rivisitazione del problema in chiave sistemistica, <<RIVISTA INTERNAZIONALE DI SCIENZE SOCIALI>>, 1999; (CVII): 131-142 [http://hdl.handle.net/10807/18595] |
Appare nelle tipologie: | Articolo in rivista, Nota a sentenza |