Provides functions to estimate and plot linear as well as nonlinear impulse responses based on local projections by Jordà (2005) <doi:10.1257/0002828053828518>.
Version: | 0.1.5 |
Depends: | R (≥ 3.1.2) |
Imports: | doParallel (≥ 1.0.11), dplyr (≥ 0.7.4), foreach (≥ 1.4.3), ggplot2 (≥ 2.2.1), lmtest (≥ 0.9-36), plm (≥ 1.6-6), sandwich (≥ 2.5-0), Rcpp (≥ 0.12.17) |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | testthat, ggpubr, gridExtra, httr, readxl |
Published: | 2019-04-11 |
Author: | Philipp Adämmer |
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_0.1.5.tar.gz |
Windows binaries: | r-devel: lpirfs_0.1.5.zip, r-release: lpirfs_0.1.5.zip, r-oldrel: lpirfs_0.1.5.zip |
OS X binaries: | r-release: lpirfs_0.1.5.tgz, r-oldrel: lpirfs_0.1.4.tgz |
Old sources: | lpirfs archive |
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