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Evaluating Counterfactual Policies Using Instruments

Michal Kolesár, José Luis Montiel Olea, Jonathan Roth

arXiv 30 Dec 2025 · Econometrics

arXiv:2512.24096 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We study settings in which a researcher has an instrumental variable (IV) and seeks to evaluate the effects of a counterfactual policy that alters treatment assignment, such as a directive encouraging randomly assigned judges to release more defendants. We develop a general and computationally tractable framework for computing sharp bounds on the effects of such policies. Our approach does not require the often tenuous IV monotonicity assumption. Moreover, for an important class of policy exercises, we show that IV monotonicity -- while crucial for a causal interpretation of two-stage least squares -- does not tighten the bounds on the counterfactual policy impact. We analyze the identifying power of alternative restrictions, including the policy invariance assumption used in the marginal treatment effect literature, and develop a relaxation of this assumption. We illustrate our framework using applications to quasi-random assignment of bail judges in New York City and prosecutors in Massachusetts.

Citation extraction

55
references
129
in-text mentions
55
distinct cited
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27,334
main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Frandsen, Brigham and Lefgren, Lars and Leslie, Emily Judging Judge Fixed Effects1.000115100%
2Arnold, David and Dobbie, Will and Hull, Peter Measuring Racial Discrimination in Bail Decisions1.00093100%
3Agan, Amanda and Doleac, Jennifer L and Harvey, Anna Misdemeanor Prosecution1.00063100%
4Bai, Yuehao and Huang, Shunzhuang and Moon, Sarah and Shaikh, Azeem… On the Identifying Power of Monotonicity for Average Treatment Effects1.00053100%
5Sigstad, Henrik Monotonicity among Judges: Evidence from Judicial Panels and Consequences for Judge IV Designs0.93511582%
6Chan, David C. and Gentzkow, Matthew and Yu, Chuan Selection with Variation in Diagnostic Skill: Evidence from Radiologists0.9285480%
7Richardson, Thomas S. and Robins, James M ACE Bounds; SEMs with Equilibrium Conditions0.92843100%
8Kitagawa, Toru The Identification Region of the Potential Outcome Distributions under Instrument Independence0.92843100%
9Heckman, James J. and Vytlacil, Edward J Structural Equations, Treatment Effects and Econometric Policy Evaluation0.87452100%
10Ichimura, Hidehiko and Taber, Christopher R Direct Estimation of Policy Impacts0.84333100%

Showing the top 10 of 55 scored citations.