Local Projections or VARs? A Primer for Macroeconomists
If you are a macroeconomist interested in impulse response function analysis, you need to watch this presentation by Christian Wolf during the 40th Annual NBER Conference on Macroeconomics,…
If you are a macroeconomist interested in impulse response function analysis, you need to watch this presentation by Christian Wolf during the 40th Annual NBER Conference on Macroeconomics,…
In this recent paper, Olea-Montiel, Plagborg-Møller, Qian and Wolf “provide a formal proof of Jordà’s claim that conventional LP confidence intervals for impulse responses are surprisingly robust to…
In a recent article published in the Journal of econometrics, we have some further insights about the bias-variance trade-off between IRF (Impulse Response Function) produced by the VAR…
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