lpirfs: Local Projections Impulse Response Functions

Contains functions to estimate linear and nonlinear impulse responses based on local projections by Jordà (2005) <doi:10.1257/0002828053828518>. Nonlinear impulse responses are estimated for two regimes based on a transition function as used in Auerbach and Gorodnichenko (2012) <doi:10.1257/pol.4.2.1>.

Version: 0.1.1
Depends: R (≥ 3.1.2)
Imports: doParallel (≥ 1.0.11), dplyr (≥ 0.7.4), foreach (≥ 1.4.3), ggplot2 (≥ 2.2.1), Rcpp (≥ 0.12.17), vars (≥ 0.7.4)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, ggpubr, gridExtra
Published: 2018-07-11
Author: Philipp Adämmer ORCID iD [aut, cre], James P. LeSage [ctb], Mehmet. Balcilar [ctb]
Maintainer: Philipp Adämmer <adaemmer at hsu-hh.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
CRAN checks: lpirfs results

Downloads:

Reference manual: lpirfs.pdf
Package source: lpirfs_0.1.1.tar.gz
Windows binaries: r-devel: lpirfs_0.1.1.zip, r-release: lpirfs_0.1.1.zip, r-oldrel: lpirfs_0.1.1.zip
OS X binaries: r-release: lpirfs_0.1.1.tgz, r-oldrel: lpirfs_0.1.1.tgz
Old sources: lpirfs archive

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