jorda 2005

[sahar shabani]

hi friends.
who can help me to understand article jorda 2005?

[Carlo Lazzaro]

Sahar:
sorry, but this is apparently an ill-posed question.
FAQ recommends:
1) please consider that waht you're familiar with may sound totally obscure to listers coming from other research fields;
2) please provide full reference of the contribution you quote.

[River Huang]

Òscar Jordà: https://sites.google.com/site/oscarj...al-projections.

[Carlo Lazzaro]

Thanks River, but I'm still not clear with the kind of help the original posters is seeking from this forum.

[sahar shabani]

sorry Carlo. you are right.
i want to code following sentence:
π_(t+h)=a+bx _t +c 〖shock〗_t
h= 1,....,24
t= 19971,...199712,.....,20181,....,201812 ( actually these are month and year from 1997 to 2018)
thanks alot.
( i think this procedure was used in jorda 2005)

[Marcos Almeida]

I wonder whether you cheched the do file as well as the ado file as provided by the link shared in #3

code

STATA
lp.ado file (prepared by Chitra Marti).
the code implements local projections on time series or panel data, using OLS or IV.
please let me know if you encounter any problems. In addition to the .ado file, you will find a text code and data example:

• readme.txt
• lp.ado
• test.do
• mp_test1lrgdpstir.dta

here is sample panel data LP code in STATA (prepared by Helen Irvin)
download the following two files: data.do; LPs_basic_doall.do
run LPs_basic_doall.do

the following zip folder compares a VAR with LPs. It is another illustration
LPvVAR.zip
(prepared by Early Elias)

code for inverse propensity score weighted - regression augmented LPs used in:

The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy
The Economic Journal, 2016, 126(590): 219-255

code for stratified LPs used in:

Sovereigns versus Banks: Credit, Crises, and Consequences
Journal of the European Economic Association, 2016, 14(1): 45-79

[Marcos Almeida]

It seems the link share in #3 provides several codes. I wonder whether you checked them out.

[Carlo Lazzaro]

I do share Marcos' comment: it seems that you're neither clear with how taking the matter further, nor intended to challenge yourself with the several codes provided in Jorda's paper. .
Despite being symphatetic with that state of mind (as it can happen), it makes replying positively really hard (for me, at least).
From the scant details you provded, it would seem that you have a regressand which is the sum of two variables(?) and you want to interact the predictors with time.
Take a look at regress and see whether it's what you're looking for.

[sahar shabani]

sorry. it seems i can not explain.
i am analyzing the inflationary effect of gasoline price on demand and i intend to analyze When the price shock comes in, will the inflation be created the same period?
Previous equation that i wrote has some variables. my question is how to code this. actually i need a simple guidance to code that. my assumption is that the shock has Two-year effect. ( h= 1,2, ..., 24 month)
i attach equations in a word file.
thank you

[sahar shabani]

is there anyone to help me?

[Nick Cox]

https://www.statalist.org/forums/help#noanswer

[Pratap Sigh]

Hello Marcos,
I followed the links that you had shared regarding Local projection. However, mp_test1lrgdpstir.dta does not show anything. I would like to see the code and data to understand the coding. Do you have any idea how I can get the data file.
Thank you
Pratap Sigh

[Oliver Wood]

Hello eveyone,
In the web page Òscar Jordà: https://sites.google.com/site/oscarj...al-projections. , I do not find these files lp.ado mp_test1lrgdpstir.dta .So I want to ask for help, Can someone send me a copy ? Thank you very much indeed.