State-dependent local projections

DOI10.1016/j.jeconom.2024.105702MaRDI QIDQ6664642

Lutz Kilian, Ana María Herrera, Sílvia Gonçalves, Elena Pesavento

Publication date: 16 January 2025

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

identificationbusiness cycleimpulse responsethresholdmultiplierstate-dependencelocal projectionnonlinear structural modelpotential outcomes model

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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