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In three previous posts on the use of Geopolitical Turning Points as instruments for bilateral geopolitical relation, I presented the working paper, the underlying logic of the instrument,…
In a series of previous blogs on the impact of climate risks on the fiscal space, I present some features of our ADB working paper written with John…
In a few days, Alfonso Ugarte from BBVA will release an updated version of his package LOCPROJ. In this new version, the LPGRAPH command has been greatly improved…
In a previous blog, I covered the estimation of state-dependent local projection using LOCPROJ. The impact of random shocks of change in vulnerability affects positively the sovereign bond…
A few days ago, I read the Country Risk Annual Report made by BBVA research and Alfonso Ugarte and David Sarasa Flores, in particular. On the slide 26,…
Alfonso Ugarte Ruiz from BBVA research introduced the locproj package: s459204. The package is very useful, and I will show you how to customize the LP impulse response…
Yesterday, Stata published a spotlight blog on instrumental-variable local projection impulse-response functions built around the ivlpirf command. The point is important. Local projections are already widely used in…
Happy new year to all of you. I hope that this new year will be great and that a few of my most viewed posts will help some…
In a previous blog, I showed how to draw local projection’s impulse response function with Driscoll-Kraay inference in Stata. This is the picture what you get: But, Alfonso…
Local projections (LPs) have become a workhorse tool in applied macroeconomics since Jordà (2005). They are flexible, robust to misspecification, and easy to interpret. In panel settings, however,…
In this blog, I update a previous blog of mine using an orthogonalized version of the religious tension variable coming from the international country risk guide (ICRG). Orthogonalization…
One ring to rule them all, one ring to find them, One ring to bring them all, and in the darkness bind them; In the Land of Mordor where the…
When I wanted to make local projections with quantile regressions, no simple solution was available until Alfonso Ugarte released the newest version of his Stata package locproj. The…
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