Local Projections or Vector Autoregressions? A Primer for Macroeconomists

José Luis Montiel Olea; Mikkel Plagborg-Møller; Eric Qian; Christian K. Wolf

doi:10.1086/738945

Local Projections or Vector Autoregressions? A Primer for Macroeconomists

José Luis Montiel Olea
, Mikkel Plagborg-Møller
, Eric Qian
, Christian K. Wolf

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	111-152
Number of pages	42
Journal	NBER Macroeconomics Annual
Volume	40
Issue number	1
DOIs	https://doi.org/10.1086/738945
State	Published - Jan 1 2026
Externally published	Yes

All Science Journal Classification (ASJC) codes

Economics and Econometrics

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10.1086/738945

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JF - NBER Macroeconomics Annual

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Local Projections or Vector Autoregressions? A Primer for Macroeconomists

All Science Journal Classification (ASJC) codes

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