lpirfs: Local Projections Impulse Response Functions

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 (≥
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 ORCID iD [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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