4 citations · 4 across the 5 of their papers we have counts for
Showing 2025Show all
2 papers · 1 filter
econ.EM2025
Opening the Black Box of Local Projections
Philippe Goulet Coulombe, Karin Klieber
Local projections (LPs) are widely used in empirical macroeconomics to estimate impulse responses to policy interventions. Yet, in many ways, they are black boxes. It is often uncl…
econ.EM2025
An Adaptive Moving Average for Macroeconomic Monitoring
Philippe Goulet Coulombe, Karin Klieber
The use of moving averages is pervasive in macroeconomic monitoring, particularly for tracking noisy series such as inflation. The choice of the look-back window is crucial. Too lo…