Estimating the effect of SME lending on growth
I was lead econometrician on a project for a large global retail bank estimating the effect of SME lending products on subsequent revenue growth. Because the client observed only firms participating in its programme, we combined its data with a wider SME database and used non-parametric propensity-score caliper matching over a high-dimensional set of potential confounders to construct a comparison group. The analysis found positive effects on firm growth and contributed to the client's annual sustainability reporting.




