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local projection - Jorda

Posted: Thu Nov 07, 2024 2:23 am
by tavera
Dear all
a procedure computing the impulse responses by local projections from Jorda(2005), "Estimation and Inference of Impulse Responses by Local Projections", American Economic Review, 95(1), pp 161-182 used to be available on the forum (is_example.rpf) with the associated data base.
However it is not possible do download it anymore.
Would it be possible to make it downloadable again ?
Many thanks in advance.

Re: local projection - Jorda

Posted: Thu Nov 07, 2024 6:45 am
by TomDoan
Sorry. Those have been fixed. Note that this is (and has been for about six years) included in the RATS distributions in the Paper Replications.

https://www.estima.com/forum/viewtopic. ... 884#p15884