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Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data

Chew Lian Chua, David Gunawan, Sandy Suardi

arXiv 4 Mar 2025 · Econometrics

arXiv:2503.02217 · PDF · OpenAlex · Extracted main text

Abstract

This paper advances the local projections (LP) method by addressing its inefficiency in high-frequency economic and financial data with volatility clustering. We incorporate a generalized autoregressive conditional heteroskedasticity (GARCH) process to resolve serial correlation issues and extend the model with GARCH-X and GARCH-HAR structures. Monte Carlo simulations show that exploiting serial dependence in LP error structures improves efficiency across forecast horizons, remains robust to persistent volatility, and yields greater gains as sample size increases. Our findings contribute to refining LP estimation, enhancing its applicability in analyzing economic interventions and financial market dynamics.

Citation extraction

8
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Li, Plagborg-Møller and Wolf (2024) Local projections vs. VARs: Lessons from thousands of DGPs0.64422100%
2Jordà (2005) Estimation and inference of impulse responses by local projections0.40511100%
3Jalles and Karras (2024) Tax progressivity and income inequality in the US0.40511100%
4Ma, Wang, Wang and Xiao (2024) US monetary policy and real exchange rate dynamics: the role of exchange rate arrangements and capital controls0.40511100%
5Musholombo (2023) Cryptocurrencies and stock market fluctuations0.40511100%
6Corsi (2009) A simple approximate long-memory model of realized volatility0.40511100%
7Montiel Olea and Plagborg-Møller (2021) Local projection inference is simpler and more robust than you think0.40511100%
8Stock and Watson (2018) Identification and estimation of dynamic causal effects in macroeconomics using external instruments0.40511100%

Showing the top 8 of 8 scored citations.