Search Results - subject:"Local Projection"

Cevik, Serhan; Jalles, João Tovar - In: Scottish journal of political economy : the journal of … 71 (2024) 4, pp. 515-541

Persistent link: https://www.econbiz.de/10015049058

Total factor productivity and structural reforms : evidence from advanced economies sector-level data

Jalles, João Tovar - In: The Manchester School 92 (2024) 2, pp. 122-147

Persistent link: https://www.econbiz.de/10014468715

Population aging and international monetary transmission

Kim, Myunghyun - In: Journal of money, credit and banking : JMCB 56 (2024) 1, pp. 279-304

Persistent link: https://www.econbiz.de/10014483213

Public expenditure multipliers and informality

Colombo, Emilio; Furceri, Davide; Pizzuto, Pietro; … - 2024

This paper investigates the role of informality in affecting the magnitude of the public expenditure multiplier in a panel of 142 countries, using the local projections method. We find a strong negative relationship between the degree of informality and the size of the multiplier. This result...

Persistent link: https://www.econbiz.de/10014451229

The effect of remittances on the Indian economy

Shah, Irfan Ahmad - In: International economics and economic policy 21 (2024) 4, pp. 771-785

Persistent link: https://www.econbiz.de/10015130230

Euro area house price fluctuations and unconventional monetary policy surprises

Hülsewig, Oliver; Rottmann, Horst - 2021

the period 2010-2019. Using Jordà's (2005) local projection method, we find that house prices rise in response to …

Persistent link: https://www.econbiz.de/10012426581

Fixed exchange rate - a friend or foe of labor cost adjustments?

Milivojevic, Lazar; Tatar, Balint - 2021

sustainability. Finally, we assess whether obtained theoretical results hold up empirically by applying the local projection method …

Persistent link: https://www.econbiz.de/10012437889

Comparison of local projection estimators for proxy Vector Autoregressions

Bruns, Martin; Lütkepohl, Helmut - 2021

Different local projection (LP) estimators for structural impulse responses of proxy vector autoregressions are … well as a standard VAR estimator for sufficiently large samples.Different local projection (LP) estimators for structural …

Persistent link: https://www.econbiz.de/10012520401

Euro Area House Prices and Unconventional Monetary Policy Surprises

Hülsewig, Oliver; Rottmann, Horst - 2021

the period 2010-2019. Using Jordà’s (2005) local projection method, we find that real house prices rise in response to …

Persistent link: https://www.econbiz.de/10012582108

Comparison of local projection estimators for proxy Vector Autoregressions

Bruns, Martin; Lütkepohl, Helmut - 2021

Persistent link: https://www.econbiz.de/10012520028

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