Local projections in unstable environments
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Publication:6664645
Cites work
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A remark on serial correlation in maximum likelihood
- An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output
- Efficient Tests for General Persistent Time Variation in Regression Coefficients
- Efficient estimation of the parameter path in unstable time series models
- Fiscal multipliers and foreign holdings of public debt
- Inference in structural vector autoregressions identified with an external instrument
- Local projections and VARs estimate the same impulse responses
- Local projections, autocorrelation, and efficiency
- Maximum Likelihood Estimation of Misspecified Models
- Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application
- Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
- Risk of Bayesian inference in misspecified models, and the sandwich covariance matrix
- State-dependent effects of fiscal policy
- Time Varying Structural Vector Autoregressions and Monetary Policy
- Understanding the size of the government spending multiplier: it's in the sign
- When is discretionary fiscal policy effective?
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