create_nl_data

A <a rd-options="" href="/link/list?package=lpirfs&version=0.1.0" data-mini-rdoc="lpirfs::list">list</a>() built with input data for <a rd-options="" href="/link/lp_nl?package=lpirfs&version=0.1.0" data-mini-rdoc="lpirfs::lp_nl">lp_nl</a>.

specs

A <a rd-options="" href="/link/data.frame?package=lpirfs&version=0.1.0" data-mini-rdoc="lpirfs::data.frame">data.frame</a>() with all endogenous variables.

data_set_df

Function to create data for non-linear model.

Contains functions to estimate linear and nonlinear impulse
responses based on local projections by Jord<c3><a0> (2005) <doi:10.1257/0002828053828518>.
Nonlinear impulse responses are estimated for two regimes based on
a transition function as used in Auerbach and Gorodnichenko (2012) <doi:10.1257/pol.4.2.1>.

Philipp Ad<c3><a4>mmer

lpirfs

Local Projections Impulse Response Functions

James P. LeSage

create_nl_data function

A <a rd-options='' href='list'>list</a>() built with input data for <a rd-options='' href='lp_nl'>lp_nl</a>.

A <a rd-options='' href='data.frame'>data.frame</a>() with all endogenous variables.

create_nl_data: Compute data for nonlinear model

Description

Usage

Arguments

Value