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.
- Version0.2.3
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- lpirfs citation info
- Last release07/06/2023
Documentation
Team
Philipp Adämmer
Mehmet Balcilar
Show author detailsRolesContributorJames P. LeSage
Show author detailsRolesContributorJon Danielsson
Show author detailsRolesContributor
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- Imports9 packages
- Suggests7 packages
- Linking To2 packages