Elena Pesavento
Elena Pesavento
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CV
Estimator Averaging of Local Projection and VAR Impulse Responses”
Chen C.
,
Pesavento E.
,
and Vonnak B.
April 2026
Theoretical Time Series
,
Working Papers
Type
Preprint
Publication
Working Paper
Local projection
Structural model
VAR
Related
Clustered Local Projections for Time-Varying Models
Discussion of: “Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly”
Nonparametric Local Projections
State-Dependent Local Projections
Impulse response analysis for structural dynamic models with nonlinear regressors
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