Tag: Local Projection
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Two recent articles on Local Projections
Today, let me draw your attention to two recent papers published in the Journal of Econometrics that deal with the Local Projection (LP) method introduced by…
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Pourquoi les économies émergentes détiennent-elles autant de réserves de change à l’ère de l’intégration financière ?
J’ai le plaisir de vous annoncer ma première note de blog sur le site l’AFSE concernant la détention des réserves de change. Dans laquelle, nous tentons…
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A friend of a rival is a rival
NEW PUBLICATION: This paper employs structural vector autoregression and local projection methods to examine the impacts of the deterioration in US-China political relations on Australia-China bilateral…
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Data Visualisation and Causal Analysis with SVAR and LP models
I will give my first training session for Timberlake, the 26th October 2023 at 9 – 11 am BST / 10 – 12 pm CEST: www.timberlake.co.uk…
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Illustrating the new LPIRF Stata 18’s command
Good news! In the new version of Stata 18, we have a new command that produces local-projection impulse–response functions. You can find the complete description of…
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The Political Relation and Trade – The Case of US, China and Australia
NEW WORKING PAPER: This paper employs structural vector autoregression and local projection methods to examine the impacts of the deterioration in US-China political relations on Australia-China…