Federal Reserve Bank of San Francisco: 'Local Projections Bootstrap Inference'
October 06, 2025
October 06, 2025
SAN FRANCISCO, California, Oct. 6 (TNSLrpt) -- The Federal Reserve Bank of San Francisco issued the following white paper (No. 2025-21) on October 3, 2025, by Maria Dolores Gadea and Oscar Jorda entitled "Local Projections Bootstrap Inference."
Here are excerpts:
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Bootstrap procedures for local projections typically rely on assuming that the data generating process (DGP) is a finite order vector autoregression (VAR), often taken to be that im . . .
Here are excerpts:
* * *
Bootstrap procedures for local projections typically rely on assuming that the data generating process (DGP) is a finite order vector autoregression (VAR), often taken to be that im . . .