Search Results

Bayesian local projections,
Silvia Miranda-Agrippino and Giovanni Ricco, from HAL (2021)
Keywords: local projections,VARs,bayesian techniques,impulse response functions,direct forecasting

Bayesian local projections,
Silvia Miranda-Agrippino and Giovanni Ricco, from HAL (2021)
Keywords: local projections,VARs,bayesian techniques,impulse response functions,direct forecasting

Bias in local projections,
Edward P. Herbst and Benjamin K. Johannsen, in Journal of Econometrics (2024)
Keywords: Small-sample bias; Local projections; Single equation estimation;

Local Projections for Applied Economics,
Òscar Jordà, in Annual Review of Economics (2023)
Keywords: local projections, vector autoregressions, panel data, potential outcomes

Random Subspace Local Projections,
Viet Hoang Dinh, Didier Nibbering and Benjamin Wong, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023)
Keywords: Local Projections, Random Subspace, Impulse Response Functions, Large Data Sets

Inference for Local Projections,
Atsushi Inoue, Oscar Jorda and Guido Kuersteiner, from Federal Reserve Bank of San Francisco (2024)
Keywords: local projections; impulse responses; instrumental variables; confidence bands

Significance Bands for Local Projections,
Atsushi Inoue, Oscar Jorda and Guido Kuersteiner, from Federal Reserve Bank of San Francisco (2023)
Keywords: local projections; impulse responses; instrumental variables; Wild Bootstrap

Local Projections for Applied Economics,
Oscar Jorda, from Federal Reserve Bank of San Francisco (2023)
Keywords: local projections; vector autoregressions; panel data; potential outcomes

Bayesian Local Projections,
Leonardo Ferreira, Silvia Miranda-Agrippino and Giovanni Ricco, from Center for Research in Economics and Statistics (2023)
Keywords: Local Projections, VARs, Bayesian Techniques, Impulse Response Functions, Direct Forecasting

Impulse Response Estimation By Smooth Local Projections,
Régis Barnichon and Christian Brownlees, from C.E.P.R. Discussion Papers (2016)
Keywords: Impulse response; Local projections; Semiparametric estimation

Discount rates and cash flows: A local projection approach,
Matthijs Lof and Henri Nyberg, in Journal of Banking & Finance (2024)
Keywords: Dividend yield; Decomposition; Dividend growth; Local projections;

LOCPROJ: Stata module to estimate Local Projections,
Alfonso Ugarte-Ruiz, from Boston College Department of Economics (2025)
Keywords: local projections, impulse response functions, IRF

Local projection variance impulse response,
Hiroyuki Kawakatsu, in Empirical Economics (2022)
Keywords: Impulse response, Local projection, Realized variance, Instrumental variables

State-Dependent Local Projections,
Silvia Goncalves, Ana María Herrera, Lutz Kilian and Elena Pesavento, from Federal Reserve Bank of Dallas (2023)
Keywords: local projections; business cycle; state-dependence; impulse response; multiplier; nonlinear structural model; potential outcomes model

Nonparametric Local Projections,
Silvia Goncalves, Ana María Herrera, Lutz Kilian and Elena Pesavento, from Federal Reserve Bank of Dallas (2024)
Keywords: impulse response; Local Projection; nonparametric estimation; nonlinear structural model; potential outcomes

Optional projection under equivalent local martingale measures,
Francesca Biagini, Andrea Mazzon and Ari-Pekka Perkkiö, in Finance and Stochastics (2023)
Keywords: Local martingale, Optional projection, Local martingale measure, Filtration shrinkage

State-dependent local projections,
Sílvia Gonçalves, Ana María Herrera, Lutz Kilian and Elena Pesavento, in Journal of Econometrics (2024)
Keywords: Local projection; Business cycle; State-dependence; Impulse response; Multiplier; Threshold; Identification; Nonlinear structural model; Potential outcomes model;

LPDID: Stata module implementing Local Projections Difference-in-Differences (LP-DiD) estimator,
Alexander Busch and Daniele Girardi, from Boston College Department of Economics (2024)
Keywords: local projections, difference-in-difference, DiD

Construction of L2-orthogonal elements of arbitrary order for Local Projection Stabilization,
F. Schieweck, P. Skrzypacz and L. Tobiska, in Applied Mathematics and Computation (2018)
Keywords: Local projection stabilization; L2-orthogonal elements;

Local Convergence Analysis of Projection-Type Algorithms: Unified Approach,
N.H. Xiu and J.Z. Zhang, in Journal of Optimization Theory and Applications (2002)
Keywords: Variational inequalities, projection methods, local convergence

Is growth at risk from natural disasters? Evidence from quantile local projections,
Nabil Daher, from International Network for Economic Research - INFER (2024)
Keywords: Natural Disasters, quantile local projections, development economics

Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions,
Zacharias Psaradakis, Martin Sola, Nicola Spagnolo and Patricio Yunis, from Universidad Torcuato Di Tella (2024)
Keywords: Local projections, Predictive accuracy, VAR models.

Is growth at risk from natural disasters ? Evidence from quantile local projections,
Nabil Daher, from University of Paris Nanterre, EconomiX (2025)
Keywords: Natural Disasters, Quantile Local Projections, Developing Economics

Comparison of local projection estimators for proxy vector autoregressions,
Martin Bruns and Helmut Lütkepohl, in Journal of Economic Dynamics and Control (2022)
Keywords: Structural vector autoregression; Local projection; Impulse responses; Instrumental variable;

When do state-dependent local projections work?,
Silvia Goncalves, Ana María Herrera, Lutz Kilian and Elena Pesavento, from C.E.P.R. Discussion Papers (2022)
Keywords: Local projection; State-dependent impulse responses; Threshold; Identification; Nonlinear var

Comparison of Local Projection Estimators for Proxy Vector Autoregressions,
Martin Bruns and Helmut Luetkepohl, from School of Economics, University of East Anglia, Norwich, UK. (2021)
Keywords: Structural vector autoregression, local projection, impulse responses, instrumental variable

Bayesian Inference of Local Projections with Roughness Penalty Priors,
Masahiro Tanaka, in Computational Economics (2020)
Keywords: Local projection, Roughness penalty prior, Bayesian B-spline, Impulse response

Local Projection Based Inference under General Conditions,
Ke-Li Xu, from Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2023)
Keywords: Impulse response; local projection; persistence; semiparametric efficiency; uniform inference

When Do State-Dependent Local Projections Work?,
Silvia Goncalves, Ana María Herrera, Lutz Kilian and Elena Pesavento, from Federal Reserve Bank of Dallas (2022)
Keywords: local projections; state-dependent impulse responses; threshold; identification; nonlinear VAR

Comparison of Local Projection Estimators for Proxy Vector Autoregressions,
Martin Bruns and Helmut Lütkepohl, from DIW Berlin, German Institute for Economic Research (2021)
Keywords: Structural vector autoregression, local projection, impulse responses, instrumental variable

Local projection inference in high dimensions,
Robert Adamek, Stephan Smeekes and Ines Wilms, in The Econometrics Journal (2024)
Keywords: Local projections, impulse response analysis, high-dimensional data, honest inference, lasso

The Impact of Cyclones on Local Economic Growth: Evidence from Local Projections,
Costanza Naguib, Martino Pelli, David Poirier and Jeanne Tschopp, from CIRANO (2022)
Keywords: cyclone,night light,India,monthly measurements,local projections, cyclone,éclairage nocturne,Inde,mesures mensuelles,projections locales

The impact of cyclones on local economic growth: Evidence from local projections,
Costanza Naguib, Martino Pelli, David Poirier and Jeanne Tschopp, in Economics Letters (2022)
Keywords: Cyclone; Night light; India; Monthly measurements; Local projections;

The Impact of Product and Labour Market Reform on Growth: Evidence for OECD Countries Based on Local Projections,
Jakob de Haan and Rasmus Wiese, from CESifo (2020)
Keywords: structural reforms, local projections, fiscal policy stance

A local projection stabilization virtual element method for convection-diffusion-reaction equation,
Yang Li and Minfu Feng, in Applied Mathematics and Computation (2021)
Keywords: Virtual element method; Local projection stabilization; Convection-diffusion-reaction equation;

Multipliers of taxes and public spending in Colombia: SVAR and local projections approaches,
Sergio Restrepo-Ángel, Hernan Rincon-Castro and Juan Ospina-Tejeiro, in Latin American Journal of Central Banking (previously Monetaria) (2022)
Keywords: Fiscal shocks; Blanchard and Perotti; Standard and smooth local projections; Fiscal multipliers;

Local Linear Convergence of an Outer Approximation Projection Method for Variational Inequalities,
Shu Lu and Sudhanshu Singh, in Journal of Optimization Theory and Applications (2011)
Keywords: Variational inequality, Projection method, Outer approximation, Local convergence

Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections,
Oscar Jorda, from University of California, Davis, Department of Economics (2007)
Keywords: impulse response, local projection, conditional confidence bands, counterfactual

The effect of oil price shocks on economic activity: a local projections approach,
Mirko Abbritti, Juan Equiza-Goñi, Fernando Pérez de Gracia and Tommaso Trani, in Journal of Economics and Finance (2020)
Keywords: Oil price shocks, Linear and nonlinear specifications, Local projections, Economic activity

Confidence intervals for bias and size distortion in IV and local projections–IV models,
Gergely Ganics, Atsushi Inoue and Barbara Rossi, from Department of Economics and Business, Universitat Pompeu Fabra (2018)
Keywords: Instrumental variables, weak instruments, weak identification, concentration parameter, local projections.

Confidence intervals for bias and size distortion in IV and local projections — IV models,
Gergely Ganics, Atsushi Inoue and Barbara Rossi, from Banco de España (2018)
Keywords: instrumental variables, weak instruments, weak identification, concentration parameter, local projections

Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models,
Gergely Ganics, Atsushi Inoue and Barbara Rossi, from Barcelona School of Economics (2018)
Keywords: Instrumental Variables, weak instruments, weak identification, concentration parameter, local projections

A Local Projections Approach to Difference-in-Differences Event Studies,
Arindrajit Dube, Daniele Girardi, Oscar Jorda and Alan Taylor, from Federal Reserve Bank of San Francisco (2023)
Keywords: difference-in-differences; two-way fixed effects; event study; negative weights; local projections; clean controls

GLS Estimation of Local Projections: Trading Robustness for Efficiency,
Ignace De Vos and Gerdie Everaert, from Ghent University, Faculty of Economics and Business Administration (2024)
Keywords: Impulse response functions, local projections, dynamic models, generalized least squares, efficiency, robustness

Applied Population Projection for Regional and Local Planning,
John Stillwell and Phil Rees, from Springer (2001)
Keywords: Local Authority, Population Projection, Headship Rate, Building Research Establishment, Metropolitan District

Local Projections and VARs Estimate the Same Impulse Responses,
Mikkel Plagborg-Møller and Christian Wolf, from Princeton University. Economics Department. (2020)
Keywords: external instrument, impulse response function, local projection, proxy variable, structural vector autoregression

Public banks and monetary policy: theory and some results based on state dependent local projections,
André de Melo Modenesi and Nikolas Passos, in Brazilian Journal of Political Economy (2022)
Keywords: public banks, monetary policy, local projections, credit-channel

Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics*,
Heejoon Han, Whayoung Jung and Ji Hyung Lee, in Journal of Financial Econometrics (2024)
Keywords: local projection, quantile impulse response, stationary bootstrap, value-at-risk

Non-linear exchange rate pass-through to euro area inflation: A local projection approach,
Roberta Colavecchio and Ieva Rubene, from Central Bank of Luxembourg (2019)
Keywords: Exchange Rate Pass-Through; Inflation; Local Projections; Non-Linearities

Non-linear exchange rate pass-through to euro area inflation: a local projection approach,
Roberta Colavecchio and Ieva Rubene, from European Central Bank (2020)
Keywords: exchange rate pass-through, inflation, local projections, non-linearities

How do firms’ financial conditions influence the transmission of monetary policy? A non-parametric local projection approach,
Livia Silva Paranhos, from Bank of England (2024)
Keywords: Local projection; impulse response estimation; nonlinearity; heterogeneity; firm investment

Two-Dimensional Exponential Sparse Discriminant Local Preserving Projections,
Minghua Wan, Yuxi Zhang, Guowei Yang and Hongjian Guo, in Mathematics (2023)
Keywords: feature extraction; SSS problem; two-dimensional local discriminant preserving projections; matrix exponential; elastic net regression

Does regulatory bank oversight impact economic activity? A local projections approach,
Vivian Hwa, Pavel Kapinos and Carlos Ramirez, in Journal of Financial Stability (2018)
Keywords: CAMELS ratings; Vector autoregression; Local projections; Asymmetries; Prudential policy; Real activity;

Do Local Projections Solve the Bias Problem in Impulse Response Inference?,
Lutz Kilian and Yun Jung Kim, from C.E.P.R. Discussion Papers (2009)
Keywords: Bias; Confidence interval; Impulse response function; Joint interval; Local projection; Vector autoregression

Local projections vs. VARs: Lessons from thousands of DGPs,
Dake Li, Mikkel Plagborg-Moller and Christian K. Wolf, in Journal of Econometrics (2024)
Keywords: External instrument; Impulse response function; Local projection; Proxy variable; Structural vector autoregression;

State-Dependent Local Projections: Understanding Impulse Response Heterogeneity,
James Cloyne, Oscar Jorda and Alan Taylor, from Federal Reserve Bank of San Francisco (2023)
Keywords: fiscal multipliers; monetary policy; decomposition; local projections; interest rates; fiscal policy; state-dependence; balances

Local Projections vs. VARs: Lessons From Thousands of DGPs,
Dake Li, Mikkel Plagborg-Møller and Christian Wolf, from Princeton University. Economics Department. (2021)
Keywords: external instrument, impulse response function, local projection, proxy variable, structural vector autoregression

Local Projections in Unstable Environments: How Effective is Fiscal Policy?,
Atsushi Inoue, Barbara Rossi and Yiru Wang, from C.E.P.R. Discussion Papers (2022)
Keywords: Time variation; Local projections; Instability; Path estimator; Weighted average risk; Fiscal policy; Fiscal multiplier; Monetary policy; Government spending

A local projection stabilization/continuous Galerkin–Petrov method for incompressible flow problems,
Naveed Ahmed, Volker John, Gunar Matthies and Julia Novo, in Applied Mathematics and Computation (2018)
Keywords: Evolutionary Oseen problem; Inf-sup stable pairs of finite element spaces; Local projection stabilization (LPS) methods; Continuous Galerkin–Petrov (cGP) methods;

A multilevel local mesh refinement projection method for low Mach number flows,
Xavier Coré, Philippe Angot and Jean-Claude Latché, in Mathematics and Computers in Simulation (MATCOM) (2003)
Keywords: FIC method; Finite volume scheme; Low Mach number flows; Multilevel local mesh refinement; Projection method; Variable density flows;

Downscaled energy demand projection at the local level using the Iterative Proportional Fitting procedure,
Young-Hwan Ahn, Jung-Hun Woo, Fabian Wagner and Seung Jick Yoo, in Applied Energy (2019)
Keywords: Downscaling; Energy demand projection at the local level; Iterative Proportional Fitting procedure; GAINS-Korea;

A local projection stabilization virtual element method for the time-fractional Burgers equation with high Reynolds numbers,
Yadong Zhang and Minfu Feng, in Applied Mathematics and Computation (2023)
Keywords: Virtual element method; Time-fractional Burgers equation; Local projection stabilization; Polygonal meshes; High Reynolds number;

The impact of endogenous product and labour market reforms on unemployment: New evidence based on local projections,
Rasmus Wiese, Jakob de Haan and Joao Jalles, from ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2023)
Keywords: unemployment; structural reforms; local projections; endogeneity of reforms; nonlinearities; collective bargaining; AIPW

Sectoral and aggregate response to oil price shocks in the Colombian economy: SVAR and Local Projections approach,
Neville Francis and Sergio Restrepo-Ángel, from Banco de la Republica de Colombia (2018)
Keywords: monetary policy, oil prices, local projections, asymmetries, política monetaria, precios del petróleo, proyecciones locales, asimetrías.

Local Linear Scale Factors in Map Projections of an Ellipsoid,
Miljenko Lapaine, in Geographies (2021)
Keywords: map projection; scale factor; distortion distribution

On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note,
François-Éric Racicota and David Tessierc, from Department of Research, Ipag Business School (2023)
Keywords: Multihorizon causality; (p,h)-autoregression; Local projection IRF and GIRF; Conservative Monte Carlo test; VAR estimatio

National and local labour force projections for the UK,
Ludi Simpson, in Local Economy (2017)
Keywords: economic activity; forecast; labour force; projection; small areas; UK

Projection estimators for structural impulse responses,
Jörg Breitung and Ralf Brüggemann, from Department of Economics, University of Konstanz (2019)
Keywords: structural vector autoregressive models, impulse responses, local projections

On the Markovian projection in the Brunick–Shreve mimicking result,
Martin Forde, in Statistics & Probability Letters (2014)
Keywords: Mimicking; Diffusion process; Local volatility models; Markovian projection;

Estimation and Inference by the Method of Projection Minimum Distance,
Oscar Jorda and Sharon Kozicki, from University of California, Davis, Department of Economics (2007)
Keywords: impulse response, local projection, minimum chi-square, minimum distance

Impacts of Higher Education Institutions on Local Population and Employment Growth,
Eyal Apatov and Arthur Grimes, in International Regional Science Review (2019)
Keywords: universities; polytechnics; population projections; local growth

Long-term projections of the hourly electricity consumption in Danish municipalities,
F.M. Andersen, Geraldine Henningsen, Niels Møller and H.V. Larsen, in Energy (2019)
Keywords: Electricity consumption; Hourly profiles; Long-term projection; Local areas;

A space-time finite element method based on local projection stabilization in space and discontinuous Galerkin method in time for convection-diffusion-reaction equations,
Ziming Dong and Hong Li, in Applied Mathematics and Computation (2021)
Keywords: Convection-diffusion-reaction equations; Local projection stabilization (LPS) method; Discontinuous Galerkin (DG) method; Space-time finite element (STFE) method; Error estimates;

Local Convergence Behavior of Some Projection-Type Methods for Affine Variational Inequalities,
J. Z. Zhang and H. H. Xiu, in Journal of Optimization Theory and Applications (2001)
Keywords: projection-type methods, active constraints, affine variational inequalities

Projection-Based Local and Global Lipschitz Moduli of the Optimal Value in Linear Programming,
M. J. Cánovas, M. J. Gisbert, D. Klatte and J. Parra, in Journal of Optimization Theory and Applications (2022)
Keywords: Lipschitz modulus, Optimal value, Orthogonal projections, Linear programming, Variational analysis

Local linear impulse responses for a small open economy,
Alfred Haug and Christie Smith, from University of Otago, Department of Economics (2007)
Keywords: Local linear projection-based impulse responses; structural identiÞcation for New Zealand

Explaining the R0 in the COVID-19 Projections,
Amin Hussain and Shaper Mirza, from Pakistan Institute of Development Economics (2020)
Keywords: Covid-19, Projections,

A Guide to Global Population Projections,
Brian C. O'Neill, Deborah Balk, Melanie Brickman and Markos Ezra, in Demographic Research (2001)
Keywords: population projections, forecasting, projections, uncertainty

Super optimal rates for nonparametric density estimation via projection estimators,
F. Comte and F. Merlevède, in Stochastic Processes and their Applications (2005)
Keywords: Castellana-Leadbetter's condition Continuous time projection estimator Markov processes Nonparametric estimation Local time Sampling

The existence and asymptotic properties of a backfitting projection algorithm under weak conditions,
Enno Mammen, Oliver Linton and J Nielsen, from London School of Economics and Political Science, LSE Library (2000)
Keywords: Additive models; alternating projections; backfitting; kernel smoothing; local polynomials; nonparametric regression

The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions,
Oliver Linton, Enno Mammen and N Nielsen, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2000)
Keywords: Additive models, alternating projections, backfitting, kernel smoothing, local polynomials, nonparametric regression.

The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions,
Oliver Linton, Enno Mammen and J. Nielsen, from Cowles Foundation for Research in Economics, Yale University (1997)
Keywords: Additive models, alternating projections, backfitting, kernel smoothing, local polynomials, nonparametric regression

A methodology for population projections: an application to Spain,
Julio Rodríguez, from Universidad Carlos III de Madrid. Departamento de Estadística (2008)
Keywords: Population projections

Public Spending, Green Growth, and Corruption: a Local Fiscal Multiplier Analysis for Italian Provinces,
Matteo Ficarra, from Economics Section, The Graduate Institute of International Studies (2024)
Keywords: fiscal policy; local multiplier; green multiplier; climate policy; institutional quality; local projections; triple interactions

Flowers vs garbage trucks: which type of local government investment has the greatest impact on economic growth,
Łukasz Olejnik, from Warsaw School of Economics, Collegium of Economic Analysis (2023)
Keywords: fiscal multiplier, local government investment, fiscal multiplier of disaggregated investment expenditure, local projections

ROUGH-HESTON LOCAL-VOLATILITY MODEL,
DALL’ACQUA Enrico, Riccardo Longoni and Andrea Pallavicini, in International Journal of Theoretical and Applied Finance (IJTAF) (2023)
Keywords: Local volatility, rough volatility, rough Heston, Markovian projection, volatility skew, small-time asymptotics

The existence and asymptotic properties of a backfitting projection algorithm under weak conditions,
Oliver Linton, E. Mammen and J. Nielsen, from London School of Economics and Political Science, LSE Library (1999)
Keywords: Additive models; alternating projections; backfitting; kernel smoothing; local polynomials; nonparametric regression. AMS 1991 subject classifications : Primary 62G07; secondary 62G20.

Newton’s method with feasible inexact projections for solving constrained generalized equations,
Fabiana R. Oliveira, Orizon P. Ferreira and Gilson N. Silva, in Computational Optimization and Applications (2019)
Keywords: Constrained generalized equations, Newton’s method, Feasible inexact projection, Lipschitz continuity, Metric regularity, Strong metric regularity, Local convergence

Construction of the Infection Curve of Local Cases of COVID-19 in Hong Kong using Back-Projection,
Pui Hing Chau, Wei Ying Li and Paul S. F. Yip, in IJERPH (2020)
Keywords: epidemic curve; back-projection; Hong Kong; preventive measures; coronavirus disease; COVID-19

Economic projections for Belgium, 2004-2005,
National Bank of Belgium, in Economic Review (2004)
Keywords: Belgium, macroeconomic projections, Eurosystem