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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 (≥ 1.0.4.6)
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

Documentation:

Reference manual: lpirfs.pdf
Vignettes: Replications and applications with lpirfs

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=lpirfs to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.