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,…
Today, we will see how to translate the first part of the code the threshold VAR model in Balke (2000) using ChatGPT5. It took me a few hours and…
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…
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