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Causality and interdependence analysis in linear econometric models with an application to fertility

机译:线性计量经济模型中的因果关系和相互依赖性分析及其在生育率中的应用

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This paper is an applied analysis of the causal structure of linear multi-equational econometric models. Its aim is to identify the kind of relationships linking the endogenous variables of the model, distinguishing between causal links and feedback loops. The investigation is first carried out within a deterministic framework and then moves on to show how the results may change inside a more realistic stochastic context. The causal analysis is then specifically applied to a linear simultaneous equation model explaining fertility rates. The analysis is carried out by means of a specific RATS programming code designed to show the specific nature of the relationships within the model.
机译:本文是对线性多方程计量经济模型的因果结构的应用分析。其目的是确定链接模型内生变量的关系类型,区分因果关系和反馈回路。首先在确定性框架内进行调查,然后继续进行研究,以显示结果如何在更现实的随机环境中发生变化。然后将因果分析专门应用于解释生育率的线性联立方程模型。通过特定的RATS编程代码进行分析,该代码旨在显示模型中关系的特定性质。

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