Global | locproj y lpgraph: Comandos de Stata para estimar proyecciones locales
Global | locproj and lpgraph: Stata commands to estimate Local Projections
Alfonso Ugarte-Ruiz
No 25/09, Working Papers from BBVA Bank, Economic Research Department
Abstract:
locproj estimates linear and nonlinear Impulse Response Functions (IRF) based on the local projections methodology first proposed(LP) by Jordà (2005). The procedure allows for the easy implementation of several options used in the growing literature of LP. locproj estimates linear and nonlinear Impulse Response Functions (IRF) based on the local projections methodology first proposed(LP) by Jordà (2005). The procedure allows for the easy implementation of several options used in the growing literature of LP.
Keywords: Local projections; Proyecciones locales; Impulse Response Function; Funciones de Impulso Respuesta; Difference-in-Differences; Diferencia en Diferencias; Global; Global; Macroeconomic Analysis; Análisis Macroeconómico; Working Paper; Documento de Trabajo (search for similar items in EconPapers)
JEL-codes: C1 C13 C18 C5 C51 C8 C87 (search for similar items in EconPapers)
Pages: 39 pages
Date: 2025-07
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Persistent link: https://EconPapers.repec.org/RePEc:bbv:wpaper:2509
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