testing event effect in time series

 change point analysis can be applied. 

https://www.nature.com/articles/s41598-017-19067-2

https://www.researchgate.net/post/How_to_test_the_impact_of_single_event_ie_introducing_property_tax_on_housing_market_using_time_series_data

It seems that regression were discussed by treating the even as intervention. So, before and after t-test can be used. 

For covid19 analysis, we can co-integrate deaths ~ mobility with a window around holiday events.