Dake Li
Personal Details
First Name: | Dake |
Middle Name: | |
Last Name: | Li |
Suffix: | |
RePEc Short-ID: | pli1239 |
[This author has chosen not to make the email address public] | |
https://dakeli.weebly.com/ | |
Julis Romo Rabinowitz Building, Princeton, NJ 08544 | |
Affiliation
Department of Economics
Princeton University
Princeton, New Jersey (United States)https://economics.princeton.edu/
RePEc:edi:deprius (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Dake Li & Mikkel Plagborg-M{o}ller & Christian K. Wolf, 2021.
"Local Projections vs. VARs: Lessons From Thousands of DGPs,"
Papers
2104.00655, arXiv.org, revised Jan 2024.
- Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2021. "Local Projections vs. VARs: Lessons From Thousands of DGPs," Working Papers 2021-55, Princeton University. Economics Department..
- Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2022. "Local Projections vs. VARs: Lessons From Thousands of DGPs," NBER Working Papers 30207, National Bureau of Economic Research, Inc.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Dake Li & Mikkel Plagborg-M{o}ller & Christian K. Wolf, 2021.
"Local Projections vs. VARs: Lessons From Thousands of DGPs,"
Papers
2104.00655, arXiv.org, revised Jan 2024.
- Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2021. "Local Projections vs. VARs: Lessons From Thousands of DGPs," Working Papers 2021-55, Princeton University. Economics Department..
- Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2022. "Local Projections vs. VARs: Lessons From Thousands of DGPs," NBER Working Papers 30207, National Bureau of Economic Research, Inc.
Mentioned in:
- Local Projections vs. VARs
by Francis Diebold in No Hesitations on 2021-04-05 13:24:00
Working papers
- Dake Li & Mikkel Plagborg-M{o}ller & Christian K. Wolf, 2021.
"Local Projections vs. VARs: Lessons From Thousands of DGPs,"
Papers
2104.00655, arXiv.org, revised Jan 2024.
- Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2021. "Local Projections vs. VARs: Lessons From Thousands of DGPs," Working Papers 2021-55, Princeton University. Economics Department..
- Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2022. "Local Projections vs. VARs: Lessons From Thousands of DGPs," NBER Working Papers 30207, National Bureau of Economic Research, Inc.
Cited by:
- Michael D. Bauer & Eric T. Swanson, 2022.
"A Reassessment of Monetary Policy Surprises and High-Frequency Identification,"
NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 87-155,
National Bureau of Economic Research, Inc.
- Bauer, Michael D. & Swanson, Eric T., 2022. "A reassessment of monetary policy surprises and high-frequency identification," IMFS Working Paper Series 165, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michael D. Bauer & Eric T. Swanson, 2023. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Macroeconomics Annual, University of Chicago Press, vol. 37(1), pages 87-155.
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Working Papers 29939, National Bureau of Economic Research, Inc.
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series 9642, CESifo.
- Bauer, Michael & Swanson, Eric T., 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CEPR Discussion Papers 17116, C.E.P.R. Discussion Papers.
- Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023.
"Bayesian Local Projections,"
Working Papers Series
581, Central Bank of Brazil, Research Department.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "Bayesian local projections," SciencePo Working papers Main hal-03373574, HAL.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021. "Bayesian Local Projections," The Warwick Economics Research Paper Series (TWERPS) 1348, University of Warwick, Department of Economics.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2021. "Bayesian local projections," Working Papers hal-03373574, HAL.
- Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023. "Bayesian Local Projections," Working Papers 2023-04, Center for Research in Economics and Statistics.
- Cloyne, James & Martinez, Joseba & Mumtaz, Haroon & Surico, Paolo, 2022.
"The Dynamic Effects of Income Tax Changes in a World of Ideas,"
CEPR Discussion Papers
17455, C.E.P.R. Discussion Papers.
- James Cloyne & Joseba Martinez & Haroon Mumtaz & Paolo Surico, 2023. "The Dynamic Effects of Income Tax Changes in a World of Ideas," Working Papers 970, Queen Mary University of London, School of Economics and Finance.
- Régis Barnichon & Geert Mesters, 2023.
"Evaluating Policy Institutions -150 Years of US Monetary Policy-,"
Working Papers
1410, Barcelona School of Economics.
- Régis Barnichon & Geert Mesters, 2023. "Evaluating policy institutions -150 years of US monetary policy-," Economics Working Papers 1873, Department of Economics and Business, Universitat Pompeu Fabra.
- Mehdi El Herradi & Jakob Haan & Aurélien Leroy, 2023.
"Inflation and the Income Share of the Rich: Evidence for 14 OECD Countries,"
Post-Print
hal-03613019, HAL.
- Mehdi El Herradi & Jakob Haan & Aurélien Leroy, 2023. "Inflation and the Income Share of the Rich: Evidence for 14 OECD Countries," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 69(1), pages 170-194, March.
- Mehdi El Herradi & Jakob Haan & Aurélien Leroy, 2022. "Inflation and the Income Share of the Rich: Evidence for 14 OECD Countries," Post-Print hal-03604673, HAL.
- Mehdi El Herradi & Jakob de Haan & Aurelien Leroy, 2021. "Inflation and the Income Share of the Rich: Evidence for 14 OECD Countries," Working Papers 570, ECINEQ, Society for the Study of Economic Inequality.
- Mr. Pragyan Deb & Davide Furceri & Mr. Jonathan David Ostry & Nour Tawk, 2021.
"Creative Destruction During Crises - An Opportunity for a Cleaner Energy Mix,"
IMF Working Papers
2021/284, International Monetary Fund.
- Deb, Pragyan & Furceri, Davide & Ostry, Jonathan D. & Tawk, Nour, 2023. "Creative destruction during crises: An opportunity for a cleaner energy mix," Energy Economics, Elsevier, vol. 128(C).
- Benatti, Nicola & Groiss, Martin & Kelly, Petra & Lopez-Garcia, Paloma, 2024.
"Environmental regulation and productivity growth in the euro area: Testing the porter hypothesis,"
Journal of Environmental Economics and Management, Elsevier, vol. 126(C).
- Benatti, Nicola & Groiss, Martin & Kelly, Petra & Lopez-Garcia, Paloma, 2023. "Environmental regulation and productivity growth in the euro area: testing the Porter hypothesis," Working Paper Series 2820, European Central Bank.
- Inoue, Atsushi & Jordà , Òscar & Kuersteiner, Guido, 2024.
"Inference for Local Projections,"
CEPR Discussion Papers
19379, C.E.P.R. Discussion Papers.
- Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023. "Inference for Local Projections," Papers 2306.03073, arXiv.org, revised Aug 2024.
- Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024. "Inference for Local Projections," Working Paper Series 2024-29, Federal Reserve Bank of San Francisco.
- Bruns, Martin & Lütkepohl, Helmut, 2022.
"Comparison of local projection estimators for proxy vector autoregressions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Martin Bruns & Helmut Luetkepohl, 2021. "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series 2021-04, School of Economics, University of East Anglia, Norwich, UK..
- Martin Bruns & Helmut Lütkepohl, 2021. "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 1949, DIW Berlin, German Institute for Economic Research.
- Ferrara, Laurent & Metelli, Luca & Natoli, Filippo & Siena, Daniele, 2021.
"Questioning the puzzle: Fiscal policy, real exchange rate and inflation,"
Journal of International Economics, Elsevier, vol. 133(C).
- Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2021. "Questioning the puzzle: fiscal policy, real exchange rate and inflation," CAMA Working Papers 2021-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yusuf Yildirim & Anirban Sanyal, 2023.
"Financial Stress and Effect on Real Economy: Turkish Experience,"
Politická ekonomie, Prague University of Economics and Business, vol. 2023(1), pages 46-67.
- Yildirim, Yusuf & Sanyal, Anirban, 2021. "Financial Stress and Effect on Real Economy: The Turkish Experience," MPRA Paper 109845, University Library of Munich, Germany.
- Valentin Grob & Gabriel Züllig, 2024.
"Corporate leverage and the effects of monetary policy on investment: A reconciliation of micro and macro elasticities,"
IRENE Working Papers
24-04, IRENE Institute of Economic Research.
- Dr. Gabriel Züllig & Valentin Grob, 2024. "Corporate leverage and the effects of monetary policy on investment: a reconciliation of micro and macro elasticities," Working Papers 2024-08, Swiss National Bank.
- Aumond, Romain & Di Tommaso, Valerio & Rünstler, Gerhard, 2022. "A narrative database of labour market reforms in euro area economies," Working Paper Series 2657, European Central Bank.
- Ignace De Vos & Gerdie Everaert, 2024. "GLS Estimation of Local Projections: Trading Robustness for Efficiency," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1095, Ghent University, Faculty of Economics and Business Administration.
- Aldasoro, Iñaki & Beltrán, Paula & Grinberg, Federico & Mancini-Griffoli, Tommaso, 2023.
"The macro-financial effects of international bank lending on emerging markets,"
Journal of International Economics, Elsevier, vol. 142(C).
- Iñaki Aldasoro & Paula Beltrán & Federico Grinberg & Tommaso Mancini-Griffoli, 2020. "The macro-financial effects of international bank lending on emerging markets," BIS Working Papers 899, Bank for International Settlements.
- Mark W. Watson, 2022. "Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2," NBER Chapters, in: NBER Macroeconomics Annual 2022, volume 37, pages 161-166, National Bureau of Economic Research, Inc.
- François-Éric Racicota & David Tessierc, 2023. "On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note," Working Papers 2023-001, Department of Research, Ipag Business School.
- Daniel J. Lewis & Karel Mertens, 2022.
"Dynamic Identification Using System Projections on Instrumental Variables,"
Working Papers
2204, Federal Reserve Bank of Dallas, revised 03 Jul 2024.
- Lewis, Daniel & Mertens, Karel, 2022. "Dynamic Identification Using System Projections and Instrumental Variables," CEPR Discussion Papers 17153, C.E.P.R. Discussion Papers.
- Xin Sheng & Won Joong Kim & Rangan Gupta, 2021.
"The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?,"
Working Papers
202184, University of Pretoria, Department of Economics.
- Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023. "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
- Elijah Broadbent & Huberto M. Ennis & Tyler Pike & Horacio Sapriza, 2024. "Bank Lending Standards and the U.S. Economy," Working Paper 24-07, Federal Reserve Bank of Richmond.
- Òscar Jordà & Alan M. Taylor, 2024.
"Local Projections,"
Working Paper Series
2024-24, Federal Reserve Bank of San Francisco.
- Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," NBER Working Papers 32822, National Bureau of Economic Research, Inc.
- Ziwei Mei & Liugang Sheng & Zhentao Shi, 2023. "Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think," Papers 2302.13455, arXiv.org, revised Oct 2023.
- Hernández, Juan R. & Ventosa-Santaulària, Daniel & Valencia, J. Eduardo, 2024. "Global supply chain inflationary pressures and monetary policy in Mexico," Emerging Markets Review, Elsevier, vol. 58(C).
- Syed M. Hussain & Lin Liu, 2024. "Macroeconomic effects of discretionary tax changes in Canada: Evidence from a new narrative measure of tax shocks," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 57(1), pages 78-107, February.
- Philipp Roderweis & Jamel Saadaoui & Francisco Serranito, 2023.
"Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process,"
Working Papers
hal-04159825, HAL.
- Francisco Serranito & Philipp RODERWEIS & Jamel Saadaoui, 2023. "Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process," EconomiX Working Papers 2023-17, University of Paris Nanterre, EconomiX.
- Lof, Matthijs & Nyberg, Henri, 2024. "Discount rates and cash flows: A local projection approach," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
- Kaelo Ntwaepelo & Grivas Chiyaba, 2022. "Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices," Economics Discussion Papers em-dp2022-06, Department of Economics, University of Reading.
- Rabia Rafique & Asad Nisar & Syed Sadaqat Ali Shah, 2024. "Testing the effects of fiscal policy shocks on output growth in recession and expansion: empirical evidence from developing countries," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-26, June.
- Herbst, Edward P. & Johannsen, Benjamin K., 2024. "Bias in local projections," Journal of Econometrics, Elsevier, vol. 240(1).
- Endong Wang, 2024. "Structural counterfactual analysis in macroeconomics: theory and inference," Papers 2409.09577, arXiv.org.
- Juan R. Hernández & Mateo Hoyos & Daniel Ventosa-Santaulària, 2024. "Monetary Policy in Emerging Markets under Global Uncertainty," Working Papers DTE 634, CIDE, División de Economía.
- Robert Kirkby & Huong Ngoc Vu, 2024. "Impacts of Monetary Policy Shocks on Inflation and Output in New Zealand," The Economic Record, The Economic Society of Australia, vol. 100(329), pages 160-187, June.
- Tomás Opazo, 2023. "The Heterogeneous Effect of Monetary Policy Shocks: Evidence for US Households," Working Papers Central Bank of Chile 992, Central Bank of Chile.
- Di Serio, Mario & Fragetta, Matteo & Gasteiger, Emanuel & Melina, Giovanni, 2023.
"The Euro Area Government Spending Multiplier in Demand- and Supply-Driven Recessions?,"
ECON WPS - Working Papers in Economic Theory and Policy
02/2023, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- Mario Di Serio & Matteo Fragetta & Emanuel Gasteiger & Giovanni Melina, 2022. "The Euro Area Government Spending Multiplier in Demand- and Supply-Driven Recessions," CESifo Working Paper Series 9678, CESifo.
- Ziegenbein, Alexander, 2024. "When are tax multipliers large?," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Miguel Cabello, 2022. "Robust Estimation of the non-Gaussian Dimension in Structural Linear Models," Papers 2212.07263, arXiv.org, revised Sep 2023.
- Philipp Roderweis & Jamel Saadaoui & Francisco Serranito, 2023. "The Unintended Consequences of ECB’s Asset Purchases. How Excess Reserves Shape Bank Lending," Working Papers of BETA 2023-34, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (1) 2021-04-05. Author is listed
- NEP-ETS: Econometric Time Series (1) 2021-04-05. Author is listed
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