reduced_var

A matrix with all endogenous variables.

y_lin

A matrix with lagged endogenous variables.

x_lin

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

A list with specifications from <a rd-options="" href="/link/lp_lin?package=lpirfs&version=0.1.0" data-mini-rdoc="lpirfs::lp_lin">lp_lin</a> or <a rd-options="" href="/link/lp_nl?package=lpirfs&version=0.1.0" data-mini-rdoc="lpirfs::lp_nl">lp_nl</a>.

specs

Compute structural shock matrix via Cholesky decomposition with input variables
created in <a rd-options="" href="/link/lp_lin?package=lpirfs&version=0.1.0" data-mini-rdoc="lpirfs::lp_lin">lp_lin</a> or <a rd-options="" href="/link/lp_nl?package=lpirfs&version=0.1.0" data-mini-rdoc="lpirfs::lp_nl">lp_nl</a>.

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

reduced_var function

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

A list with specifications from <a rd-options='' href='lp_lin'>lp_lin</a> or <a rd-options='' href='lp_nl'>lp_nl</a>.

Compute structural shock matrix via Cholesky decomposition with input variables
created in <a rd-options='' href='lp_lin'>lp_lin</a> or <a rd-options='' href='lp_nl'>lp_nl</a>.

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reduced_var: Compute structural shock matrix via Cholesky decomposition

Description

Usage

Arguments

Value