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: | 0.2.5 |
| 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),AER (≥ 1.2-12),readxl,knitr,ggpubr,rmarkdown,zoo,vars |
| Published: | 2025-10-01 |
| DOI: | 10.32614/CRAN.package.lpirfs |
| Author: | Philipp Adämmer [aut, cre], James P. LeSage [ctb], Mehmet Balcilar [ctb], Jon Danielsson [ctb] |
| Maintainer: | Philipp Adämmer <philipp.adaemmer at uni-greifswald.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 |