lpirfs: Local Projections Impulse Response Functions

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: 0.1.6
Depends: R (≥ 3.1.2)
Imports: doParallel (≥ 1.0.11), dplyr (≥ 0.7.4), foreach (≥ 1.4.3), ggplot2 (≥ 2.2.1), ggpubr (≥ 0.2.3), gridExtra (≥ 2.3), lmtest (≥ 0.9-36), plm (≥ 1.6-6), sandwich (≥ 2.5-0), Rcpp (≥ 0.12.17)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, httr, readxl, knitr, rmarkdown, quantmod, zoo, vars
Published: 2019-10-11
Author: Philipp Adämmer ORCID iD [aut, cre], James P. LeSage [ctb], Mehmet Balcilar [ctb], Jon Danielsson [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

Downloads:

Reference manual: lpirfs.pdf
Vignettes: Replications and applications withl lpirfs
Package source: lpirfs_0.1.6.tar.gz
Windows binaries: r-devel: lpirfs_0.1.6.zip, r-devel-gcc8: lpirfs_0.1.6.zip, r-release: lpirfs_0.1.6.zip, r-oldrel: lpirfs_0.1.6.zip
OS X binaries: r-release: lpirfs_0.1.6.tgz, r-oldrel: lpirfs_0.1.6.tgz
Old sources: lpirfs archive

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