lpirfs

CRANlpirfsMaRDI QIDQ89733

Local Projections Impulse Response Functions

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

This page was built for software: lpirfs