Local Projections Impulse Response Functions


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Documentation for package ‘lpirfs’ version 0.1.5

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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