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>.

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 <philipp.adaemmer@uni-greifswald.de>
LicenseGPL (>= 2)
Version0.2.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lpirfs")

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lpirfs documentation built on July 9, 2023, 6:35 p.m.