AdaemmerP/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>.

Getting started

Package details

MaintainerPhilipp Adämmer <philipp.adaemmer@uni-greifswald.de>
LicenseGPL (>= 2)
Version0.2.3.9000
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("AdaemmerP/lpirfs")
AdaemmerP/lpirfs documentation built on July 27, 2023, 6:15 p.m.