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DESCRIPTION
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Package: lpirfs
Type: Package
Title: Local Projections Impulse Response Functions
Version: 0.2.3.9000
Authors@R: c(
person("Philipp", "Adämmer",
email = "[email protected]",
role = c("aut", "cre"),
comment = c(ORCID = "0000-0003-3770-0097")),
person("James P.", "LeSage",
email = "[email protected]",
role = c("ctb")),
person("Mehmet", "Balcilar",
email = "[email protected]",
role = c("ctb")),
person("Jon", "Danielsson",
email = "[email protected]",
role = c("ctb")))
Maintainer: Philipp Adämmer <[email protected]>
BugReports: https://github.com/adaemmerp/lpirfs/issues
Description: 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>.
License: GPL (>= 2)
Depends: R (>= 3.1.2)
Encoding: UTF-8
LazyData: true
NeedsCompilation: yes
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)
RoxygenNote: 7.2.3
LinkingTo: Rcpp, RcppArmadillo
Suggests:
testthat (>= 3.0.0),
readxl,
knitr,
ggpubr,
rmarkdown,
zoo,
vars
VignetteBuilder: knitr
Config/testthat/edition: 3