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Forecasting
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7:59
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Forecasting Economics
Local Projection in STATA - Video 3/4
Local Projections in STATA | Tutorial 3/4 In this tutorial, I show how to extract the monetary policy shock from the VAR model estimated in the previous video. In Tutorial 2, I estimated the VAR following the framework of Charles Evans and David Marshall (1998). Now, the goal is to recover the identified monetary policy shock from that model so ...
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