scholarly journals Please Call Again: Correcting Non-Response Bias in Treatment Effect Models

2012 ◽  
Author(s):  
Luc Behaghel ◽  
Bruno Crepon ◽  
Marc Gurgand ◽  
Thomas Le Barbanchon
Keyword(s):  
Response Bias ◽  
Treatment Effect ◽  
Treatment Effect Models

Treatment Effects and Informative Missingness with an Application to Bank Recapitalization Programs

2014 ◽  
Vol 104 (5) ◽  
pp. 212-217 ◽  
Author(s):  
Angela Vossmeyer
Keyword(s):  
Treatment Effect ◽  
Treatment Effects ◽  
Sample Selection ◽  
Financial System ◽  
Bayesian Framework ◽  
Lender Of Last Resort ◽  
Treatment Effect Models ◽  
Bank Recapitalization

This article develops a Bayesian framework for estimating multivariate treatment effect models in the presence of sample selection. The methodology is applied to a banking study that evaluates the effectiveness of lender of last resort (LOLR) policies and their ability to resuscitate the financial system. This paper employs a novel bank-level dataset from the Reconstruction Finance Corporation, and jointly models a bank's decision to apply for a loan, the LOLR's decision to approve the loan, and the bank's performance a few years after the disbursements. This framework offers practical estimation tools to unveil new answers to important regulatory questions.

scholarly journals Please Call Again: Correcting Nonresponse Bias in Treatment Effect Models

2015 ◽  
Vol 97 (5) ◽  
pp. 1070-1080 ◽  
Author(s):  
Luc Behaghel ◽  
Bruno Crépon ◽  
Marc Gurgand ◽  
Thomas Le Barbanchon
Keyword(s):  
Treatment Effect ◽  
Nonresponse Bias ◽  
Treatment Effect Models
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