Econometrica

Local Projections and VARs Estimate the Same Impulse Responses

Plagborg-Møller, Mikkel, and Christian K. Wolf


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Supplement to "Local Projections and VARs Estimate the Same Impulse Responses"

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Supplement to "Local Projections and VARs Estimate the Same Impulse Responses"

This online appendix contains supplemental material for the article “Local Projections and VARs Estimate the Same Impulse Responses”.

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