Bartik工具变量法在因果识别中的应用与检验  

Application and Test of Bartik Instrumental Variable in Causal Inference

作　　者：余振[1] 李萌 庄额嘉 YU Zhen;LI Meng;ZHUANG Ejia(School of Economics and Management,Wuhan University;Interdisciplinary Research Institute in New Finance and Economics,Hubei University of Economics)

机构地区：[1]武汉大学经济与管理学院 [2]湖北经济学院新财经交叉学科研究院(数字经济学院)

出　　处：《数量经济技术经济研究》2025年第1期200-220,共21页Journal of Quantitative & Technological Economics

基　　金：国家社科基金国家应急管理体系建设研究专项(20VYJ035)的资助。

摘　　要：Bartik工具变量法在因果识别和政策评估等社会科学研究中的应用日益广泛,受到了越来越多的关注。然而,在大部分国内经济学经验研究中,该方法存在应用不规范甚至是误用的问题。本文结合理论计量的基本原理和前沿成果,尝试在一个统一的标准分析框架下,对Bartik工具变量法在因果识别中的应用进行系统性的归纳总结,以厘清其在实践应用中需要注意的一些问题。本文首先梳理了Bartik工具变量法的发展脉络,明确了Bartik工具变量的经典设定及其推广延伸。其次,阐述了Bartik工具变量法在因果识别中的基本策略,归纳分析了Bartik工具变量在实际构建过程中的一些常见问题,包括如何计算观测样本的份额权重、如何设定政策冲击的维度等。再次,详细分析了Bartik工具变量法在因果识别中的应用条件,并结合具体例子作出了解释说明。最后,在此基础上提出了一个详细的操作清单,并以贸易政策的影响研究为例,全面展示了该方法的应用实践。The Bartik instrument variable(IV),also known as shift-share IV,has become progressively prominent in social science research,particularly in causal inference and policy evaluation.Averaging a set of common shocks with heterogenous share weights,researchers can construct this IV to conduct empirical studies.The accessibility and availability of Bartik IV are attractive features,contributing to its popularity.However,many research designs utilize the Bartik approach as a methodology to decompose policy shocks,finely measuring the micro-level exposure to macro-level common policies,such as micro-regions,firms,and households.In other settings,researchers follow the fundamental structure of Bartik design to construct an IV by weighted averaging,thereby conducting robustness checks and addressing endogenous concerns.Notably,the mentioned application trends may stem from adherence to existing empirical studies or negligence of the method's theoretical implications,overlooking the criteria essential for its usage as an instrument in causal inference.Moreover,in the practical exercise of constructing Bartik IV,various detailed issues are perplexing,including the components of share weights,the appropriate initial period,the classification of shocks,and so on.The nonstandard application and misuse of Bartik IV can lead to uncreditable or even erroneous empirical findings.This study provides a comprehensive analysis and summary of the development traits,basic framework,application conditions,and operation list of the Bartik IV,aiming to offer references to researchers in various fields of social science.Based on a systematic review of the application of Bartik IV in existing literature,we find that the earlier studies mostly followed the classic setting of Bartik(1991),weighting national industry growth by local industry share.With advancements in data and academia,researchers transform the Bartik IV setting based on theoretical models and practical problems,expanding the application scenarios,especially in labor economics

关 键 词：Bartik工具变量 份额权重 政策冲击 应用条件 

分 类 号：F064.1[经济管理—政治经济学]