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>.
| Version: |
0.2.1 |
| Depends: |
R (≥ 3.1.2) |
| Imports: |
doParallel (≥ 1.0.15), dplyr (≥ 1.0.0), foreach (≥ 1.5.0), ggplot2 (≥ 3.3.0), gridExtra (≥ 2.3), lmtest (≥ 0.9-36), plm (≥
2.2-3), sandwich (≥ 2.5-1), Rcpp (≥ 1.0.4.6) |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
testthat (≥ 3.0.0), readxl, knitr, ggpubr, rmarkdown, zoo, vars |
| Published: |
2022-05-30 |
| Author: |
Philipp Adämmer 
[aut, cre],
James P. LeSage [ctb],
Mehmet Balcilar [ctb],
Jon Danielsson [ctb] |
| Maintainer: |
Philipp Adämmer <adaemmer at hsu-hh.de> |
| BugReports: |
https://github.com/adaemmerp/lpirfs/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Citation: |
lpirfs citation info |
| Materials: |
README NEWS |
| In views: |
Econometrics |
| CRAN checks: |
lpirfs results |