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Global | locproj y lpgraph: Comandos de Stata para estimar proyecciones locales
[Global | locproj and lpgraph: Stata commands to estimate Local Projections]

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  • Alfonso Ugarte

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.

Suggested Citation

  • Alfonso Ugarte, 2025. "Global | locproj y lpgraph: Comandos de Stata para estimar proyecciones locales [Global | locproj and lpgraph: Stata commands to estimate Local Projections]," Working Papers 25/09, BBVA Bank, Economic Research Department.
    • Handle: RePEc:bbv:wpaper:2509
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    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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