lpirfs (Q89733)
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Local Projections Impulse Response Functions
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | lpirfs |
Local Projections Impulse Response Functions |
Statements
6 July 2023
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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>.
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expanded from: GPL (≥ 2) (English)
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