Tag: Wald Test

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

Before diving in this blog, I recommend you to read that previous blog below: Quite frequently, we have to estimate state-dependent local projection (SLP) in applied economics. Recent…

Post date April 27, 2026
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, XTLP

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

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

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

Do International Reserves Buffer Real-Exchange-Rate Adjustment after Terms-of-Trade Shocks? A Matching Application in Stata

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

El Niño and Geopolitics? Climate Shocks, Food Price Pressures, and Oil Market Developments

Interactions After Logit: Marginal Effects, Cross-Partials, and Economic Interpretation

Local and Anglosphere-Based Geopolitical Risk and Sovereign Stress in the Euro Area (Finance Research Letters)