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Journal of Political Economy Vol. 131 No. 1 2023

A Semistructural Methodology for Policy Counterfactuals

Martin Beraja1,2

1 Massachusetts Institute of Technology · 2 National Bureau of Economic Research

Abstract

I propose a methodology for constructing counterfactuals with respect to changes in policy rules that does not require fully specifying a particular model yet is not subject to Lucas critique. It applies to a class of dynamic stochastic models whose equilibria are well approximated by a linear representation. It rests on the insight that many such models satisfy a principle of counterfactual equivalence: they are observationally equivalent under a benchmark policy and yield an identical counterfactual equilibrium under an alternative one.

DOI
10.1086/720982
Volume
131
Issue
1
Pages
190-201
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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