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Nonparametric local projections
Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2024
Persistent link: https://www.econbiz.de/10015163034
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Impulse response analysis for structural dynamic models with nonlinear regressors
Gonçalvesa, Sílvia; Herrer, Ana María; Kilian, Lutz; … - In: Journal of econometrics 225 (2021) 1, pp. 107-130
Persistent link: https://www.econbiz.de/10013279032
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When do state-dependent local projections work?
Gonçalves, Sílvia; Herrera, Ana María; Kilian, Lutz; … - 2022
Persistent link: https://www.econbiz.de/10013187676