Direct and Indirect Effects based on Changes-in-Changes
- Huber, Martin Department of Economics, University of Fribourg
- Schelker, Mark Department of Economics, University of Fribourg
- Strittmatter, Anthony University of St. Gallen
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2020
Published in:
- Journal of Business and Economic Statistics. - 2022, vol. 40, no. 1, p. 432-443
English
We propose a novel approach for causal mediation analysis based on changesin- changes assumptions restricting unobserved heterogeneity over time. This allows disentangling the causal effect of a binary treatment on a continuous outcome into an indirect effect operating through a binary intermediate variable (called mediator) and a direct effect running via other causal mechanisms. We identify average and quantile direct and indirect effects for various subgroups under the condition that the outcome is monotonic in the unobserved heterogeneity and that the distribution of the latter does not change over time conditional on the treatment and the mediator. We also provide a simulation study and an empirical application to the Jobs II programme.
- Faculty
- Faculté des sciences économiques et sociales et du management
- Department
- Département d'économie politique
- Language
-
- English
- Classification
- Economics
- License
- License undefined
- Identifiers
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- RERO DOC 330432
- DOI 10.1080/07350015.2020.1831929
- Persistent URL
- https://folia.unifr.ch/unifr/documents/309352
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