Before revision:  Given these and alternative assumptions, we estimate this effect using modern doubly robust effect estimators, i. e. , longitudinal targeted maximum likelihood estimators. The estimation procedure incorporates machine learning algorithms and is tailored to address the challenges associated with complex longitudinal macroeconomic data .
After revision:  Given these and alternative assumptions, we estimate this effect using modern doubly robust effect estimation techniques. We incorporate a large amount of variables in our directed acyclic graph and overcome endogeneity issues of previous studies. Our approach includes machine learning algorithms and is tailored to address the challenges associated with complex longitudinal macroeconomic data .