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: | 0.2.4 |
| 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), AER (≥ 1.2-12), readxl, knitr, ggpubr, rmarkdown, zoo, vars |
| Published: | 2025-03-18 |
| DOI: | 10.32614/CRAN.package.lpirfs |
| Author: | Philipp Adämmer 
[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 (source, R code) |
Downloads:
| Package source: | lpirfs_0.2.4.tar.gz |
| Windows binaries: | r-devel: lpirfs_0.2.3.zip, r-release: lpirfs_0.2.4.zip, r-oldrel: lpirfs_0.2.4.zip |
| macOS binaries: | r-devel (arm64): lpirfs_0.2.4.tgz, r-release (arm64): lpirfs_0.2.4.tgz, r-oldrel (arm64): lpirfs_0.2.4.tgz, r-devel (x86_64): lpirfs_0.2.4.tgz, r-release (x86_64): lpirfs_0.2.4.tgz, r-oldrel (x86_64): lpirfs_0.2.4.tgz |
| Old sources: | lpirfs archive |
Linking:
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