Category: Training

Teaching Meets Research: The Reserve Buffer Effect Revisited with Panel Local Projections

Teaching sometimes generates new research results. During the Timberlake training, Local Projections for Time-Series and Panel Data Analysis, the students and I revisited the buffer effect documented in…

Customizing LP impulse response function after LOCPROJ using LPGRAPH

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…