Published Classic Journal of Econometrics Published Sep 2024Local Projections vs. VARs: Lessons from Thousands of DGPsDake Li · Mikkel Plagborg-Møller · Christian K. WolfThis 2024 Journal of Econometrics paper by Dake Li, Mikkel Plagborg-Møller, and Christian K. Wolf asks a purely practical question rather than proposing a new estimator or identification scheme: when …