lpirfs-package |
Local Projection Impulse Response Functions |
ag_data |
Data to estimate fiscal multipliers |
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 monetary policy |
lp_lin |
Compute linear impulse responses |
lp_lin_iv |
Compute linear impulse responses with identified shock and/or with 2SLS |
lp_lin_panel |
Compute linear impulse responses with local projections for panel data |
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 |
plot_lin |
Compute and display plots of linear impulse responses |
plot_nl |
Compute and display plots of nonlinear impulse responses |