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In September 2024, I gave a lecture on local projections to attendees of the Centre for Central Banking Studies (CCBS) workshop on Economic modelling and forecasting at the Bank of England. Some of the material, including the example code, drew on slides material from Òscar Jordà and Karel Mertens' Techniques of Empirical Macroeconomics course, part of the AEA's 2023 Continuing Education Webcast (lectures available here, and code here).
My lecture slides for the CCBS session can be accessed here.
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