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توزيع الأبطاء المقطعي×الإسقاطات المحلية×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة20012005
صاحب الطريقةPesaran, Shin, and SmithOscar Jorda
النوعDistributed lag modelMulti-horizon regression
المصدر التأسيسيPesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships and dynamics. Journal of Applied Econometrics, 16(3), 289-326. DOI ↗Jorda, O. (2005). Estimation and inference of impulse responses by local projections. American Economic Review, 95(1), 161-182. DOI ↗
الأسماء البديلةPanel distributed lag modelLP-IR, Multi-horizon regression
ذات صلة33
الملخصCS-DL (Cross-Sectional Distributed Lag) is a simplified dynamic panel model regressing outcomes on current and lagged explanatory variables without explicit autoregressive terms, while accounting for cross-sectional dependence. Built on Pesaran et al. (2001) and extended by Chudik et al. (2014), it estimates dynamic effects more parsimoniously than ARDL when autocorrelated lags are less critical. This approach is valuable for short-horizon effects and policy impact analysis.Local Projections (LP) is a semi-parametric method for estimating impulse responses directly via multi-horizon regressions, bypassing VAR-model specification. Introduced by Jorda (2005), it projects outcomes h periods ahead onto current shocks and lags, producing impulse-response functions without assuming a particular lag structure or VAR order. This flexibility has made it the dominant approach in applied macroeconomics for measuring policy effects and shock transmission.
ScholarGateمجموعة البيانات
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  3. PUBLISHED

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ScholarGateقارن الطرق: CS-DL · Local Projections. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare