lpirfs-package: Local Projection Impulse Response Functions
In lpirfs: Local Projections Impulse Response Functions
lpirfs-package R Documentation
Local Projection Impulse Response Functions
Description
lpirfs provides functions to estimate and plot 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>.
Please cite the paper when using the package.
Author(s)
Philipp Adämmer
lpirfs documentation built on July 9, 2023, 6:35 p.m.
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| lpirfs-package | R Documentation |
Local Projection Impulse Response Functions
Description
lpirfs provides functions to estimate and plot 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>. Please cite the paper when using the package.
Author(s)
Philipp Adämmer
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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