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lpirfs: Local Projections Impulse Response Functions
Provides functions to estimate and visualize linear as well as nonlinear impulse responses based on local projections by Jordà (2005) <doi:10.1257/0002828053828518>. The methods and the package are explained in detail in Adämmer (2019) <doi:10.32614/RJ-2019-052>.
Getting started
Browse package contents
Package details |
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| Author | Philipp Adämmer [aut, cre] (<https://orcid.org/0000-0003-3770-0097>), James P. LeSage [ctb], Mehmet Balcilar [ctb], Jon Danielsson [ctb] |
| Maintainer | Philipp Adämmer <philipp.adaemmer@uni-greifswald.de> |
| License | GPL (>= 2) |
| Version | 0.2.4 |
| Package repository | View on CRAN |
| Installation |
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