【廣東話教學】Local Projection (With Demonstration in R)

Описание к видео 【廣東話教學】Local Projection (With Demonstration in R)

An introduction in Cantonese to basic local projection method to estimate impulse response functions (IRFs) by replicating Jordà's (2005) results in Figure 5. You can learn more about local projections by studying the materials listed below. Please let me know if you come across any errors :)

[1] Jordà (2005): https://www.aeaweb.org/articles?id=10...

[2] R package (lpirfs): https://papers.ssrn.com/sol3/papers.c...

00:00 1) Introduction
03:34 2) Step 1 - Cholesky Matrix
04:10 3) Step 2 - Linear Regressions
07:43 4) Step 3 - The IRFs
12:51 5) Demonstration in Excel
19:48 6) Demonstration in R

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