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