Local projections vs. VARs: lessons from thousands of DGPs
type: Item
instance of: scholarly article
title: Local projections vs. VARs: lessons from thousands of DGPs
author: Dake Li
author: Mikkel Plagborg-Møller
author: Christian Wolf
published in: Journal of Econometrics
publication date: 2025-01-16T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7968512
zbMATH Keywords: external instrument
zbMATH Keywords: impulse response function
zbMATH Keywords: local projection
zbMATH Keywords: proxy variable
zbMATH Keywords: structural vector autoregression
MaRDI profile type: Publication
cites work: Q5475042
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DOI: 10.1016/J.JECONOM.2024.105722
description: scientific article; zbMATH DE number 7968512