lpirfs: Local Projections Impulse Response Functions

Provides functions to estimate and plot linear as well as nonlinear impulse responses based on local projections by Jordà (2005) <doi:10.1257/0002828053828518>.

Package details

AuthorPhilipp Adämmer [aut, cre] (<https://orcid.org/0000-0003-3770-0097>), James P. LeSage [ctb], Mehmet Balcilar [ctb], Jon Danielsson [ctb]
MaintainerPhilipp Adämmer <adaemmer@hsu-hh.de>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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lpirfs documentation built on March 24, 2021, 1:10 a.m.