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…
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,…
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