CRAN/E | lpirfs

lpirfs

Local Projections Impulse Response Functions

Installation

About

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.

Citation lpirfs citation info
Bug report File report

Key Metrics

Version 0.2.3
R ≥ 3.1.2
Published 2023-07-06 288 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks lpirfs results

Downloads

Yesterday 28
Last 7 days 97 -52%
Last 30 days 655 -3%
Last 90 days 2.228 -18%
Last 365 days 9.879 -4%

Maintainer

Maintainer

Philipp Adämmer

philipp.adaemmer@uni-greifswald.de

Authors

Philipp Adämmer

aut / cre

James P. LeSage

ctb

Mehmet Balcilar

ctb

Jon Danielsson

ctb

Material

README
NEWS
Reference manual
Package source

In Views

Econometrics

Vignettes

Replications and applications with lpirfs

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

lpirfs archive

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

Suggests

testthat ≥ 3.0.0
readxl
knitr
ggpubr
rmarkdown
zoo
vars

LinkingTo

Rcpp
RcppArmadillo