lpirfs (0.1.1)

Local Projections Impulse Response Functions.


Contains functions to estimate linear and nonlinear impulse responses based on local projections by Jord (2005) . Nonlinear impulse responses are estimated for two regimes based on a transition function as used in Auerbach and Gorodnichenko (2012) .

Maintainer: Philipp Admmer
Author(s): Philipp Admmer [aut, cre] (<https://orcid.org/0000-0003-3770-0097>), James P. LeSage [ctb], Mehmet. Balcilar [ctb]

License: GPL (>= 2)

Uses: testthat, gridExtra, ggpubr

Released about 1 month ago.