[aut, cre],
James P. LeSage [ctb],
Mehmet. Balcilar [ctb]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: | 0.1.2 |
| 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) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat, ggpubr, gridExtra |
| Published: | 2018-08-17 |
| Author: | Philipp Adämmer [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 |
| Reference manual: | lpirfs.pdf |
| Package source: | lpirfs_0.1.2.tar.gz |
| Windows binaries: | r-devel: lpirfs_0.1.2.zip, r-release: lpirfs_0.1.2.zip, r-oldrel: lpirfs_0.1.2.zip |
| OS X binaries: | r-release: lpirfs_0.1.2.tgz, r-oldrel: lpirfs_0.1.2.tgz |
| Old sources: | lpirfs archive |
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