Econometric vs. Causal Structure-Learning for Time-Series Policy Decisions: Evidence from the UK COVID-19 Policies
时间序列政策决策中的计量方法与因果结构学习:英国新冠政策证据
Causal machine learning (ML) recovers graphical structures that inform us about potential cause-and-effect relationships. Most progress has focused on cross-sectional data with no explicit time order, whereas recovering causal structures from time series data remains the subject of ongoing research in causal ML. In addition to traditional causal ML, this study assesses econometric methods that some argue can recover causal structures from time series data. The use of these…