Man pages for lpirfs
Local Projections Impulse Response Functions
| ag_data | Data to estimate fiscal multipliers |
| create_lags | Compute a data frame with lagged exogenous variables |
| create_lin_data | Compute data for linear model |
| create_nl_data | Compute data for nonlinear model with instrument variable... |
| create_panel_data | Prepare data sets for linear and nonlinear panel model |
| get_mat_chol | Compute structural shock matrix via Cholesky decomposition |
| get_resids_ols | Compute residuals from OLS model |
| get_robust_cov_panel | Function to get robust covariance matrix for panel data |
| get_robust_vcxt_panel | Create and returns a function to estimate hc and clustered... |
| get_std_err | Compute standard errors by standard OLS or Newey and West |
| get_std_err_tsls | Compute standard errors for 2SLS |
| get_vals_lagcrit | Compute values for lag length criteria |
| get_vals_switching | Compute values of transition function to separate regimes |
| get_var_lagcrit | Computes AICc, AIC and BIC for VAR |
| hp_filter | Decompose a times series via the Hodrick-Prescott filter |
| interest_rules_var_data | Data to estimate the effects of interest rate rules for... |
| lpirfs_obj-methods-base | Base methods for lpirfs_obj objects |
| lpirfs-package | Local Projection Impulse Response Functions |
| lp_lin | Compute linear impulse responses |
| lp_lin_iv | Compute linear impulse responses with identified shock and/or... |
| lp_lin_panel | Compute linear impulse responses with local projections for... |
| lp_nl | Compute nonlinear impulse responses |
| lp_nl_iv | Compute nonlinear impulse responses with identified shock |
| lp_nl_panel | Compute nonlinear impulse responses for panel data |
| monetary_var_data | Data to estimate a standard monetary VAR |
| newey_west | Compute OLS parameters and robust standard errors based on... |
| newey_west_pw | Compute Newey-West estimator with prewhitened estimation... |
| newey_west_tsls | Compute 2SLS parameters and robust standard errors based on... |
| ols_diagnost | Compute diagnostics for OLS models |
| plot_lin | Compute and display plots of linear impulse responses |
| plot.lpirfs_lin_iv_obj | Base print() function to plot all impulse responses from... |
| plot.lpirfs_lin_obj | Base print() function to plot all impulse responses from... |
| plot.lpirfs_lin_panel_obj | Base print() function to plot all impulse responses from... |
| plot.lpirfs_nl_iv_obj | Base print() function to plot all impulse responses from... |
| plot.lpirfs_nl_obj | Base print() function to plot all impulse responses from... |
| plot.lpirfs_nl_panel_obj | Base print() function to plot all impulse responses from... |
| plot_nl | Compute and display plots of nonlinear impulse responses |
| summary.lpirfs_lin_iv_obj | Summary for nonlinear lpirfs object |
| summary.lpirfs_lin_obj | Summary for linear lpirfs object |
| summary.lpirfs_lin_panel_obj | Summary for nonlinear lpirfs object |
| summary.lpirfs_nl_iv_obj | Summary for nonlinear lpirfs object |
| summary.lpirfs_nl_obj | Summary for nonlinear lpirfs object |
| summary.lpirfs_nl_panel_obj | Summary for nonlinear lpirfs object |
| var_one | Compute VAR to prewhite estimating functions for Newey West... |
