lpirfs

MaRDI QIDQ89733CRANFDO

Authors Philipp Adämmer

Last update 6 July 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 0.2.2, 0.1.0, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.1.6, 0.1.7, 0.1.8, 0.1.9, 0.2.0, 0.2.1, 0.2.3

Description

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>.

Cites work

• Estimation and Inference of Impulse Responses by Local Projections
• lpirfs: An R Package to Estimate Impulse Response Functions by Local Projections

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