08 — Time as Data / Event Studies

Causal inference, difference-in-differences, and event studies.

It’s happening.

This module covers causal inference with time-series data: event studies, difference-in-differences, and the gravity model as counterfactual. Applications include stock market reactions, Brexit, and minimum wage studies.

Lecture slides

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This module is part of the full Bielefeld University course (Summer 2026).

Code

Check the course repository for the R scripts.