Search Results for author: Fabrizia Mealli

Found 4 papers, 2 papers with code

Causal effect of regulated Bitcoin futures on volatility and volume

no code implementations24 Sep 2021 Fiammetta Menchetti, Fabrizio Cipollini, Fabrizia Mealli

After controlling for the effect on volumes, we find that the CME instrument caused Bitcoin volatility to increase by more than double.

Estimating the causal effect of an intervention in a time series setting: the C-ARIMA approach

no code implementations11 Mar 2021 Fiammetta Menchetti, Fabrizio Cipollini, Fabrizia Mealli

In this paper, we propose a novel approach, C-ARIMA, to define and estimate the causal effect of an intervention in a time series setting under the RCM.

Causal Inference Econometrics +2

Matching on Generalized Propensity Scores with Continuous Exposures

1 code implementation17 Dec 2018 Xiao Wu, Fabrizia Mealli, Marianthi-Anna Kioumourtzoglou, Francesca Dominici, Danielle Braun

We apply our proposed method to estimate the average causal exposure-response function between long-term PM$_{2. 5}$ exposure and all-cause mortality among 68. 5 million Medicare enrollees, 2000-2016.

Methodology Applications

Causal inference for interfering units with cluster and population level treatment allocation programs

1 code implementation3 Nov 2017 Georgia Papadogeorgou, Fabrizia Mealli, Corwin M. Zigler

We define new estimands that describe average potential outcomes for realistic counterfactual treatment allocation programs, extending existing estimands to take into consideration the units' covariates and dependence between units' treatment assignment.

Methodology Statistics Theory Statistics Theory

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