State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.
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Updated
Nov 7, 2022 - R
State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.
R & STATA code for (1) PPML gravity model (IV generation), (2) panel fixed effect regression (1st stage regression), and (3) local projection method
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