https://ideas.repec.org/p/pri/econom/2021-55.html
Local Projections vs. VARs: Lessons From Thousands of DGPs
Downloadable! We conduct a simulation study of Local Projection (LP) and Vector Autoregression (VAR) estimators of structural impulse responses across...
local projectionsthousands ofvsvarslessons
https://econpapers.repec.org/paper/arxpapers/2503.20249.htm
EconPapers: Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the...
By Masahiro Tanaka; Abstract: Local projections (LPs) are widely used for impulse response analysis, but Bayesian methods face challenges due to the
local projectionseconpapersquasibayesian
https://arxiv.org/abs/2405.09509
[2405.09509] Double Robustness of Local Projections and Some Unpleasant VARithmetic
Abstract page for arXiv paper 2405.09509: Double Robustness of Local Projections and Some Unpleasant VARithmetic
local projectionsdoublerobustness
https://www.ons.gov.uk/peoplepopulationandcommunity/populationandmigration/populationprojections/datasets/localauthoritiesinenglandz1/2022basedmigrationcategoryvariant
Population projections for local authorities by single year of age and sex, England - Office for...
https://fraser.stlouisfed.org/title/finance-economics-discussion-series-1491/bias-local-projections-724205
Finance and Economics Discussion Series, Bias in Local Projections, 2020-010 | FRASER | St. Louis...
Local projections (LPs) are a popular tool in macroeconomic research. We show that LPs are often used with very small samples in the time dimension....
finance and economics