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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>.
Version: | 0.2.3 |
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: | 2023-07-06 |
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 |
Reference manual: | lpirfs.pdf |
Vignettes: |
Replications and applications with lpirfs |
Package source: | lpirfs_0.2.3.tar.gz |
Windows binaries: | r-devel: lpirfs_0.2.3.zip, r-release: lpirfs_0.2.3.zip, r-oldrel: lpirfs_0.2.3.zip |
macOS binaries: | r-release (arm64): lpirfs_0.2.3.tgz, r-oldrel (arm64): lpirfs_0.2.3.tgz, r-release (x86_64): lpirfs_0.2.3.tgz, r-oldrel (x86_64): lpirfs_0.2.3.tgz |
Old sources: | lpirfs archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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