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How Well Are State-Dependent Local Projections Capturing the Nonlinearity?

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Outgoing claims: the papers this work cites, builds on, or argues with.

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Impulse response analysis in nonlinear multivariate models

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Corporate Leverage and Monetary Policy Effectiveness in the Euro Area

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Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models

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Assessing DSGE Model Nonlinearities

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The effects of monetary policy shocks on inequality

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International bank lending channel of monetary policy

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Regime-dependent impulse response functions in a Markov-switching vector autoregression model

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Accuracy of stochastic perturbation methods: The case of asset pricing models

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Solving dynamic general equilibrium models using a second-order approximation to the policy function

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Is it the “How” or the “When” that Matters in Fiscal Adjustments?

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Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data

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The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications

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Financial Dampening

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An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output

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Heterogeneous Government Spending Multipliers in the Era Surrounding the Great Recession

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Does Austerity Pay Off?

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Estimation and Inference of Impulse Responses by Local Projections

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A Macroeconomic Model with a Financial Sector

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Do Government Spending Multipliers Depend on the Sign of the Shock?

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