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Alessia Scudiero

1 paper hereh-index 00 citations1 works total

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  • last author1

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  • econ.EM1

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1 paper

econ.EM2026

Clustered Local Projections for Time-Varying Models

Ana Maria Herrera, Elena Pesavento, Alessia Scudiero

We propose a clustered local projection (clustered LP) method to estimate impulse response functions in a class of time-varying models where parameter variation is linked to a low-…

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