A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic()

We develop a variant of intervention analysis designed to measure a change in the law of motion for the distribution of individuals in a cross-section, rather than modeling the moments of the distribution. To calculate a counterfactual forecast, we discretize the distribution and employ a Markov mod...

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Detalles Bibliográficos
Autores principales: Ho, Anson T.Y., Morin, Lealand, Paarsch, Harry J., Huynh, Kim P.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Published by Elsevier B.V. on behalf of International Institute of Forecasters. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8748006/
https://www.ncbi.nlm.nih.gov/pubmed/35035005
http://dx.doi.org/10.1016/j.ijforecast.2021.12.012

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8748006/
https://www.ncbi.nlm.nih.gov/pubmed/35035005
http://dx.doi.org/10.1016/j.ijforecast.2021.12.012

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