@article{localprojectionsvsvarslessonsfrom,
  title = {Local Projections vs. VARs: Lessons From Thousands of DGPs},
  author = {Dake Li and Mikkel Plagborg-Møller and Christian K. Wolf},
  year = {2021},
  eprint = {2104.00655},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2104.00655v4},
}