Assignment Presentations

28 Abril 2026, 13:30 • Paulo Manuel Marques Rodrigues

• Student presentations of empirical projects.
• Feedback and critique.

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Revision Class

21 Abril 2026, 13:30 • Paulo Manuel Marques Rodrigues

• Synthesis of key concepts across the course.
• Linking stationarity, cointegration, and dynamic modeling.
• Model selection strategy: from data to specification to validation.
• Q&A and problem-solving session. 

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Applications of Local Projections

14 Abril 2026, 13:30 • Paulo Manuel Marques Rodrigues

• Applied macro/finance examples (policy shocks, fiscal multipliers).
• Interpretation of impulse responses.
• Practical pitfalls: small samples, overfitting.
• Replication-style exercises.

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Local Projections (Extensions)

7 Abril 2026, 13:30 • Paulo Manuel Marques Rodrigues

• Inference and confidence intervals.
• Nonlinear and state-dependent local projections.
• Empirical design choices (lags, controls).
• Nonstationarity.

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Local Projections (Introduction)

24 Março 2026, 13:30 • Paulo Manuel Marques Rodrigues

• Motivation.
• Local Projections framework.
• Estimating impulse response functions horizon-by-horizon.
• Advantages: robustness to misspecification.
• Basic implementation.

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