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Double Robustness of Local Projections and Some Unpleasant VARithmetic

Citations

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Cited by:

  1. Maria Gadea & Òscar Jordà, 2025. "Local Projections Bootstrap Inference," Working Paper Series 2025-21, Federal Reserve Bank of San Francisco.
  2. Marco Gallegati & William Ginn & Jamel Saadaoui & Solomos Solomou & Kun Tian, 2025. "How does ENSO impact U.S. Oil Spot and Future Prices?," Working Papers 2025.20, International Network for Economic Research - INFER.
  3. Aleksei Nemtyrev & Otilia Boldea, 2026. "Targeted Local Projections," Papers 2603.00248, arXiv.org.
  4. Silvana Tiedemann & Jorge Sanchez Canales & Felix Schur & Raffaele Sgarlato & Lion Hirth & Oliver Ruhnau & Jonas Peters, 2024. "Identifying Elasticities in Autocorrelated Time Series Using Causal Graphs," Papers 2409.15530, arXiv.org.
  5. Oriol González-Casasús & Frank Schorfheide, 2025. "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," NBER Working Papers 33474, National Bureau of Economic Research, Inc.
  6. Mar'ia Dolores Gadea & `Oscar Jord`a, 2025. "Local Projections Bootstrap Inference," Papers 2509.17949, arXiv.org.
  7. Checherita-Westphal, Cristina & Pesso, Tom, 2024. "Fiscal policy and inflation: accounting for non-linearities in government debt," Working Paper Series 2996, European Central Bank.
  8. Òscar Jordà & Fernanda Nechio & Toan Phan & Felipe Schwartzman, 2026. "Financial Conditions and Capital Investment Choices," Working Paper Series 2026-05, Federal Reserve Bank of San Francisco.
  9. Simon Freyaldenhoven & Christian Hansen, 2025. "(Visualizing) Plausible Treatment Effect Paths," Working Papers 25-27, Federal Reserve Bank of Philadelphia.
  10. Chaoyi Chen & Elena Pesavento & Balazs Vonnak, 2026. "Estimator Averaging of Local Projection and VAR Impulse Responses," Papers 2605.05456, arXiv.org, revised Jun 2026.
  11. Martin Bruns & Helmut Lütkepohl, 2026. "Review of Proxy Vector Autoregressive Analysis," Reviews of Economic Literature, Stanford University Press, vol. 1.
  12. William Ginn & Jamel Saadaoui & Evangelos Salachas, 2025. "Stock Price Bubbles, Inflation and Monetary Surprises," Working Papers 2025.17, International Network for Economic Research - INFER.
  13. Saadaoui, Jamel & Smyth, Russell & Vespignani, Joaquin, 2025. "Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals," Energy Economics, Elsevier, vol. 142(C).
  14. Mariam Camarero & Antonia López-Villavicencio & Cecilio Tamarit, 2026. "GVC participation and inflation in the European Union," Working Papers 2609, Department of Applied Economics II, Universidad de Valencia.
  15. Jeremy Piger & Thomas Stockwell, 2025. "Differences From Differencing: Should Local Projections With Observed Shocks Be Estimated in Levels or Differences?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(7), pages 759-787, November.
  16. Nabil Daher, 2026. "Is growth at risk from natural disasters? Evidence from quantile local projections," Post-Print hal-05466345, HAL.
  17. Eric Fortier, 2026. "Specification Choice in Local Projections: Evidence from Monetary Policy Shocks," Discussion Papers dp26-01, Department of Economics, Simon Fraser University.
  18. Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," NBER Working Papers 32822, National Bureau of Economic Research, Inc.
  19. Tianyu Fan, 2025. "Measuring Geopolitical Alignment and Economic Growth," Papers 2507.04833, arXiv.org, revised Apr 2026.
  20. Bernardini, Marco & De Nicola, Annalisa, 2025. "The market stabilization role of central bank asset purchases: High-frequency evidence from the COVID-19 crisis," Journal of International Money and Finance, Elsevier, vol. 152(C).
  21. Milov{s} Ciganovi'c & Elena Scola Gagliardi & Massimiliano Tancioni, 2025. "Disentangling the Distributional Effects of Financial Shocks in the Euro Area," Papers 2510.11289, arXiv.org.
  22. Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2024. "The Systematic Origins of Monetary Policy Shocks," CEPR Discussion Papers 19063, Centre for Economic Policy Research.
  23. Mariam Camarero & Antonia López-Villavicencio & Cecilio Tamarit, 2026. "EU unemployment and global value chains," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 162(2), pages 449-480, May.
  24. Ordoñez Lucas Sebastián, 2024. "The transmission of Supply Shocks to inflation: The case of Argentina (2004-2023)," Asociación Argentina de Economía Política: Working Papers 4750, Asociación Argentina de Economía Política.
  25. Nabil Daher, 2025. "Is growth at risk from natural disasters ? Evidence from quantile local projections," EconomiX Working Papers 2025-9, University of Paris Nanterre, EconomiX.
  26. Lucas Ordóñez, 2025. "The Transmission of Supply Shocks to Inflation: the Case of Argentina (2004-2022)," Working Papers 351, Red Nacional de Investigadores en Economía (RedNIE).
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