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Emory University - Department of Economics
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Unit Root, Cointegration, Local Alternative
local projections, business cycle, state-dependence, impulse response, multiplier, nonlinear structural model, potential outcomes model
local projections, structural models, censored regressor, nonlinear transformation, nonlinear responses, Monte Carlo integration
local projections, state-dependent impulse responses, threshold, identification, nonlinear VAR
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identification, Local projection, nonlinear VAR, state-dependent impulse responses, threshold
oil price volatility, endogenous regime switching, expected inflation, inflation anchoring
oil price volatility, endogenous regime switching, expected inflation, inflation anchoring
impulse response, Local Projection, nonparametric estimation, nonlinear structural model, potential outcomes
Local to unity asymptotics, persistence, impulse response functions, VARs
