State-dependent Local Projections

32nd Annual Symposium of the Society for Nonlinear Dynamics and Econometrics

Delighted to announce that I will travel to the US for the second time for the 32nd Annual Symposium of the Society for Nonlinear Dynamics and Econometrics. This…

Post date February 13, 2025
Post categories In Conferences
Tags Consumer sentiment, Geopolitical Risk, Monetary Policy, State-dependent Local Projections, Time-Varying Local Projections

Est-ce que la stabilité politique et le développement financier réduisent l’influence du risque climatique sur l’espace budgétaire ?

J’ai le plaisir de vous annoncer ma seconde note de blog sur le site l’AFSE concernant l’impact des risques climatiques sur l’espace budgétaire. Dans laquelle, nous tentons de…

Statistical Difference between Regimes in State-Dependent Local Projections using LOCPROJ

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…

Post date January 11, 2025
Post categories In Codes and Datasets, Working Paper
Tags BBVA research, Bond Yields, Climate Risk, Fiscal Space, Institutional Quality, Sovereign Ratings, STATA Code, State-dependent Local Projections, Wald Test