Showing 1 - 10 of 262
Traditional vector autoregressions derive impulse responses using iterative techniques that may compound specification errors. Local projection techniques are robust to this problem, and Monte Carlo evidence suggests they provide reliable estimates of the true impulse responses. We use local...
Persistent link: https://www.econbiz.de/10014224464
Persistent link: https://www.econbiz.de/10009545874
Persistent link: https://www.econbiz.de/10003474435
Persistent link: https://www.econbiz.de/10003445678
Persistent link: https://www.econbiz.de/10009943012
Persistent link: https://www.econbiz.de/10009943142
Persistent link: https://www.econbiz.de/10001730587
Persistent link: https://www.econbiz.de/10002377128
Persistent link: https://www.econbiz.de/10009412227
Persistent link: https://www.econbiz.de/10003445694