Data and code for "Local Projections"
Principal Investigator(s): View help for Principal Investigator(s) Oscar Jorda, Federal Reserve Bank of San Francisco/U.C. Davis; Alan M. Taylor, Columbia University
Version: View help for Version V1
| Name | File Type | Size | Last Modified |
|---|---|---|---|
| LP_JEL_Replication | 02/03/2025 02:22:PM |
Project Citation:
Jorda, Oscar, and Taylor, Alan M. Data and code for “Local Projections.” Nashville, TN: American Economic Association [publisher], 2025. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2025-02-07. https://doi.org/10.3886/E208590V1
Project Description
Summary:
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These files contain the data and code (in STATA) for the journal article "Local Projections," Journal of Economic Literature
Scope of Project
Subject Terms:
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local projections;
impulse responses;
multipliers;
smoothing;
bias;
inference;
error bands;
instrumental variables;
indirect inference;
policy evaluation;
counterfactuals;
Kitagawa decomposition;
stratification;
state dependence;
panel data
JEL Classification:
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C01 Econometrics
C14 Semiparametric and Nonparametric Methods: General
C22 Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
C26 Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
C32 Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
C54 Quantitative Policy Modeling
C01 Econometrics
C14 Semiparametric and Nonparametric Methods: General
C22 Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
C26 Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
C32 Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
C54 Quantitative Policy Modeling
Geographic Coverage:
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U.S.,
Advanced Economies
Time Period(s):
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1978 – 2019;
1/1960 – 12/2015;
12/1965 – 12/2008;
1/1975 – 12/2007
Data Type(s):
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aggregate data;
program source code
Methodology
Unit(s) of Observation:
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time
Geographic Unit:
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country
Related Publications
Published Versions
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