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Local Projections or VARs? A Primer for Macroeconomists

José Luis Montiel Olea, Mikkel Plagborg-Møller, Eric Qian, Christian K. Wolf

arXiv 21 Mar 2025 · Econometrics · 23 citations (OpenAlex)

arXiv:2503.17144 · PDF · DOI · OpenAlex · Extracted main text

Abstract

What should applied macroeconomists know about local projection (LP) and vector autoregression (VAR) impulse response estimators? The two methods share the same estimand, but in finite samples lie on opposite ends of a bias-variance trade-off. While the low bias of LPs comes at a quite steep variance cost, this cost must be paid to achieve robust uncertainty assessments. Hence, when the goal is to convey what can be learned about dynamic causal effects from the data, VARs should only be used with long lag lengths, ensuring equivalence with LP. For LP estimation, we provide guidance on selection of lag length and controls, bias correction, and confidence interval construction.

Citation extraction

57
references
105
in-text mentions
57
distinct cited
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16,227
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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
1Kilian and Lütkepohl (2017) Structural Vector Autoregressive Analysis1.00074100%
2Li, Plagborg-Mller, and Wolf (2024) Local projections vs.\ VARs: Lessons from thousands of DGPs self1.00074100%
3Herbst and Johannsen (2024) Bias in local projections1.00064100%
4Plagborg-Mller and Wolf (2021) Local Projections and VARs Estimate the Same Impulse Responses0.87462100%
5Montiel Olea, Plagborg-Mller, Qian, and Wolf (2024) Double Robustness of Local Projections and Some Unpleasant VARithmetic0.87452100%
6Barnichon and Brownlees (2019) Impulse Response Estimation by Smooth Local Projections0.84333100%
7Giannone, Lenza, and Primiceri (2015) Prior selection for vector autoregressions0.84333100%
8Xu (2023) Local Projection Based Inference under General Conditions0.81142100%
9Jordà (2005) Estimation and Inference of Impulse Responses by Local Projections0.73732100%
10Montiel Olea and Plagborg-Mller (2021) Local Projection Inference Is Simpler and More Robust Than You Think0.64441100%

Showing the top 10 of 57 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Estimator Averaging of Local Projection and VAR Impulse Responses0.81142
2Targeted Local Projections0.73732
3Approximate Minimax Estimation of a Bounded Normal Mean via Stochastic Mirror Ascent0.73732
4Double Robustness of Local Projections and Some Unpleasant VARithmetic0.40511