Local Projections Impulse Response Functions

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Documentation for package ‘lpirfs’ version 0.2.3

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

lpirfs-package	Local Projection Impulse Response Functions
ag_data	Data to estimate fiscal multipliers
get_robust_cov_panel	Function to get robust covariance matrix for panel data
hp_filter	Decompose a times series via the Hodrick-Prescott filter
interest_rules_var_data	Data to estimate the effects of interest rate rules for monetary policy
lpirfs_obj-methods-base	Base methods for lpirfs_obj objects
lp_lin	Compute linear impulse responses
lp_lin_iv	Compute linear impulse responses with identified shock and/or with 2SLS
lp_lin_panel	Compute linear impulse responses with local projections for panel data
lp_nl	Compute nonlinear impulse responses
lp_nl_iv	Compute nonlinear impulse responses with identified shock
lp_nl_panel	Compute nonlinear impulse responses for panel data
monetary_var_data	Data to estimate a standard monetary VAR
plot.lpirfs_lin_iv_obj	Base print() function to plot all impulse responses from linear lpirfs object
plot.lpirfs_lin_obj	Base print() function to plot all impulse responses from linear lpirfs object
plot.lpirfs_lin_panel_obj	Base print() function to plot all impulse responses from linear lpirfs object
plot.lpirfs_nl_iv_obj	Base print() function to plot all impulse responses from linear lpirfs object
plot.lpirfs_nl_obj	Base print() function to plot all impulse responses from nonlinear lpirfs object
plot.lpirfs_nl_panel_obj	Base print() function to plot all impulse responses from linear lpirfs object
plot_lin	Compute and display plots of linear impulse responses
plot_nl	Compute and display plots of nonlinear impulse responses
summary.lpirfs_lin_iv_obj	Summary for nonlinear lpirfs object
summary.lpirfs_lin_obj	Summary for linear lpirfs object
summary.lpirfs_lin_panel_obj	Summary for nonlinear lpirfs object
summary.lpirfs_nl_iv_obj	Summary for nonlinear lpirfs object
summary.lpirfs_nl_obj	Summary for nonlinear lpirfs object
summary.lpirfs_nl_panel_obj	Summary for nonlinear lpirfs object