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About Local Projection Impulse Response Function Reliability
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About Local Projection Impulse Response Function Reliability (2018)About Local Projection Impulse Response F…Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs (2019)Monetary Policy, Real Activit…Twenty Years of Time Series Econometrics in Ten Pictures (2017)Twenty Years of Time Series E…Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets (2017)Measuring the Effects of Fede…Impulse Response Estimation by Smooth Local Projections (2017)Impulse Response Estimation b…Pushing on a String: US Monetary Policy Is Less Powerful in Recessions (2016)Pushing on a String: US Monet…Output Spillovers from Fiscal Policy (2013)Output Spillovers from Fiscal…Fiscal Multipliers in Recession and Expansion (2013)Fiscal Multipliers in Recessi…Measuring the Output Responses to Fiscal Policy (2012)Measuring the Output Response…Information criteria for impulse response function matching estimation of DSGE models (2012)Information criteria for impu…NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2011)NONLINEARITIES AND THE MACROE…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)An Estimated Dynamic Stochast…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (1998)A Comparison of Linear and No…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Vector Autoregressions and Reality (1987)Vector Autoregressions and Re…Macroeconomics and Reality (1980)Macroeconomics and RealityBayesian Local Projections (2023)Bayesian Local ProjectionsLocal Projections vs. VARs: Lessons From Thousands of DGPs (2022)Local Projections vs. VARs: L…Comparison of local projection estimators for proxy vector autoregressions (2021)Comparison of local projectio…The US labor share of income: what shocks matter? 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References

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  • 2012Measuring the Output Responses to Fiscal Policy1,915 cited
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  • 2013Fiscal Multipliers in Recession and Expansion815 cited
  • 2011NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES475 cited
  • 2013Output Spillovers from Fiscal Policy436 cited
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  • 2017Twenty Years of Time Series Econometrics in Ten Pictures94 cited
  • 2012Information criteria for impulse response function matching estimation of DSGE models

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88 cited
  • 2017Impulse Response Estimation by Smooth Local Projections78 cited
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    • 2022Local Projections vs. VARs: Lessons From Thousands of DGPs32 cited
    • 2023Bayesian Local Projections27 cited
    • 2020The US labor share of income: what shocks matter?25 cited
    • 2021Comparison of local projection estimators for proxy vector autoregressions22 cited