lpirfs-package

<p>Contains functions to estimate linear and nonlinear impulse
responses based on local projections by Jord&lt;U+00E0&gt; (2005) &lt;doi:10.1257/0002828053828518&gt;.
To estimate nonlinear impulse responses, the data are separated into two regimes by a
a transition function, applied in Auerbach and Gorodnichenko (2012) &lt;doi:10.1257/pol.4.2.1&gt;.</p>

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

lpirfs-package: Local Projection Impulse Response Functions

Description

Arguments