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 |
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Maintainer | Philipp Adämmer <philipp.adaemmer@uni-greifswald.de> |
License | GPL (>= 2) |
Version | 0.2.3.9000 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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