lpirfs-package {lpirfs}

Local Projection Impulse Response Functions

Description

lpirfs provides functions to estimate and plot 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>. Please cite the paper when using the package.

Author(s)

Philipp Adämmer