Supplementary replication material for articles published in the journals of the Econometric Society (Econometrica, Quantitative Economics, and Theoretical Economics)
Published February 3, 2026 | Version v1
Software Open

Replication package for: Double Robustness of Local Projections and Some Unpleasant VARithmetic

Authors/Creators

  • 1. ROR icon Cornell University
  • 2. EDMO icon University of Chicago
  • 3. EDMO icon Princeton University
  • 4. EDMO icon Massachusetts Institute of Technology

Description

"Double Robustness of Local Projections and Some Unpleasant VARithmetic"

José Luis Montiel Olea, Cornell University
Mikkel Plagborg-Møller, University of Chicago
Eric Qian, Princeton University
Christian K. Wolf, MIT & NBER

Files

replication_ECMA_MS_23345.zip

Files (420.4 MB)

Name Size
md5:90675b4a45f28945f1e5d91c36bd62b9
420.4 MB Preview Download

Additional details

Funding

U.S. National Science Foundation
CAREER: Inference on Macroeconomic Heterogeneity 2238049
U.S. National Science Foundation
Evaluating Macroeconomic Stabilization Policy 2314736
Alfred P. Sloan Foundation

Software

Repository URL
https://github.com/ckwolf92/lp_var_inference
Programming language
MATLAB