lpirfs-package

Local Projection Impulse Response Functions

lpirfs provides functions to estimate and plot 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. Please cite the paper when using the package. package

See Also

Useful links:

• Report bugs at https://github.com/adaemmerp/lpirfs/issues

Author(s)

Philipp Adämmer