Local projections vs. VARs: Lessons from thousands of DGPs-Reference-Cited by-同舟云学术

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Local projections vs. VARs: Lessons from thousands of DGPs

Published:2024-03 Issue: Volume: Page:105722
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Li Dake,Plagborg-Møller Mikkel,Wolf Christian K.

Funder

National Science Foundation

Publisher

Elsevier BV

Reference43 articles.

1. Essays on Labor Economics and Econometrics;Austin,2020

2. A PANIC attack on unit roots and cointegration;Bai;Econometrica,2004

3. Large-dimensional dynamic factor models: Estimation of impulse–response functions with I(1) cointegrated factors;Barigozzi;J. Econometrics,2021

4. Impulse response estimation by smooth local projections;Barnichon;Rev. Econ. Stat.,2019

5. About local projection impulse response function reliability;Brugnolini,2018

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Globalization and fiscal policy after financial crises;European Journal of Political Economy;2024-12

2. Averaging impulse responses using prediction pools;Journal of Monetary Economics;2024-09

3. Expectation-driven boom-bust cycles;Journal of Monetary Economics;2024-09

4. The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR;European Economic Review;2024-09

5. Carbon price shocks and tourism demand;Annals of Tourism Research;2024-09

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