Macro perspectives and debates

Tag: One-step Local Projection

Local Projections: One-step versus Two-step approach

A recent Bank of England working paper by Simon Lloyd and Ed Manuel suggests using a one-step approach with appropriate controls in the LP estimations. Lloyd, Simon &…

Post date September 12, 2024
Post categories In Working Paper
Tags China, COVID-19 pandemic, Geopolitical Risk, Global Financial Crisis, Oil Price, One-step Local Projection, Political relations, STATA Code, Time-Varying Local Projections, Two-step Local Projections

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Local Projections: One-step versus Two-step approach

Adding Forward Shocks to solve misspecification in Local Projections with LOCPROJ

Exchange Rate Reaction to International Organization Loans and Geopolitical Preferences (Economics Letters)

Oil market uncertainty and geopolitical risks

Geoeconomics

Customizing LP impulse response function after LOCPROJ using LPGRAPH