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]
MaintainerPhilipp Adämmer <[email protected]>
LicenseGPL (>= 2)
Version0.1.5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lpirfs")

Try the lpirfs package in your browser

Any scripts or data that you put into this service are public.

lpirfs documentation built on May 2, 2019, 2:10 a.m.