Local Projections vs. VARs: Lessons From Thousands of DGPs
收藏NBER2022-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w30207
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资源简介：
We conduct a simulation study of Local Projection (LP) and Vector Autoregression (VAR) estimators of structural impulse responses across thousands of data generating processes, designed to mimic the properties of the universe of U.S. macroeconomic data. Our analysis considers various identification
提供机构：
美国国家经济研究局
创建时间：
2022-07-01
