State-dependent local projections
From MaRDI portal
Cites work
- Are government spending shocks inflationary at the zero lower bound? New evidence from daily data
- Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
- Estimation of impulse response functions using long autoregression
- Fiscal policy in good and bad times
- scientific article; zbMATH DE number 6811480 (Why is no real title available?)
- scientific article; zbMATH DE number 2104212 (Why is no real title available?)
- Impulse response analysis for structural dynamic models with nonlinear regressors
- Impulse response analysis in nonlinear multivariate models
- Local projections and VARs estimate the same impulse responses
- Nonlinear Dynamic Structures
- Nonlinear effects of fiscal policy over the business cycle
- Nonlinear impulse response functions
- Nonparametric estimation of regression functions with both categorical and continuous data
- Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
- Short Run and Long Run Causality in Time Series: Theory
- Standard errors for nonparametric regression
- Time-series estimation of the effects of natural experiments
Cited in
(6)- The effects of monetary policy on macroeconomic downside risk: state-dependence matters
- Machine learning the macroeconomic effects of financial shocks
- How do firms' financial conditions influence the transmission of monetary policy? A non-parametric local projection approach
- Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly
- Discussion of: “Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly”
- The micro and macro effects of changes in the potential benefit duration
This page was built for publication: State-dependent local projections
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6664642)
