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B1528
Topic: Contributed on causal discovery in practice: Advances and challenges Title: Causal transmission in reduced-form models Authors:  Vassili Bazinas - University of Oxford (United Kingdom) [presenting]
Abstract: We propose a method to explore the causal transmission of a catalyst variable through two endogenous variables of interest. The method is based on the reduced-form system formed from the conditional distribution of the two endogenous variables given the catalyst. The method combines elements from instrumental variable analysis and Cholesky decomposition of structural vector autoregressions. We give conditions for uniqueness of the causal transmission.