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…
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…
NEW PUBLICATION: We can use Fourier Dickey-Fuller unit root tests, time-varying fiscal reaction functions and threshold fiscal reactions functions. Over the period spanning from 1870 to 2017, we…
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