Package: lpirfs 0.2.5

Philipp Adämmer

lpirfs: Local Projections Impulse Response Functions

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>.

Authors:Philipp Adämmer [aut, cre], James P. LeSage [ctb], Mehmet Balcilar [ctb], Jon Danielsson [ctb]

lpirfs_0.2.5.tar.gz
lpirfs_0.2.5.tar.gz(r-4.7-arm64)lpirfs_0.2.5.tar.gz(r-4.7-x86_64)lpirfs_0.2.5.tar.gz(r-4.6-arm64)lpirfs_0.2.5.tar.gz(r-4.6-x86_64)
lpirfs_0.2.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
lpirfs/json (API)
NEWS

# Install 'lpirfs' in R:
install.packages('lpirfs', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/adaemmerp/lpirfs/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

Conda:

openblascpp

4.21 score 2 stars 162 scripts 872 downloads 39 exports 47 dependencies

Last updated from:c96c242664. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK266
linux-devel-x86_64OK262
source / vignettesOK343
linux-release-arm64OK264
linux-release-x86_64OK273
wasm-releaseOK167

Exports:create_lagscreate_lin_datacreate_nl_datacreate_panel_dataget_mat_cholget_resids_olsget_robust_cov_panelget_robust_vcxt_panelget_std_errget_std_err_tslsget_vals_lagcritget_vals_switchingget_var_lagcrithp_filterlp_linlp_lin_ivlp_lin_panellp_nllp_nl_ivlp_nl_panelnewey_westnewey_west_pwnewey_west_tslsols_diagnostplot_linplot_nlplot.lpirfs_lin_iv_objplot.lpirfs_lin_objplot.lpirfs_lin_panel_objplot.lpirfs_nl_iv_objplot.lpirfs_nl_objplot.lpirfs_nl_panel_objsummary.lpirfs_lin_iv_objsummary.lpirfs_lin_objsummary.lpirfs_lin_panel_objsummary.lpirfs_nl_iv_objsummary.lpirfs_nl_objsummary.lpirfs_nl_panel_objvar_one

Dependencies:bdsmatrixclicodetoolscollapsecpp11digestdoParalleldplyrfarverforeachFormulagenericsggplot2gluegridExtragtableisobanditeratorslabelinglatticelifecyclelmtestmagrittrMASSmaxLikmiscToolsnlmepillarpkgconfigplmR6rbibutilsRColorBrewerRcppRcppArmadilloRdpackrlangS7sandwichscalestibbletidyselectutf8vctrsviridisLitewithrzoo

Replications and applications with lpirfs

Philipp Adämmer

Rendered fromlpirfs_vignette.Rmdusingknitr::rmarkdownon May 29 2026.

Last update: 2021-03-23
Started: 2019-10-11

Readme and manuals

Help Manual

Help pageTopics
Local Projection Impulse Response Functionslpirfs-package lpirfs
Data to estimate fiscal multipliersag_data
Function to get robust covariance matrix for panel dataget_robust_cov_panel
Decompose a times series via the Hodrick-Prescott filterhp_filter
Data to estimate the effects of interest rate rules for monetary policyinterest_rules_var_data
Compute linear impulse responseslp_lin
Compute linear impulse responses with identified shock and/or with 2SLSlp_lin_iv
Compute linear impulse responses with local projections for panel datalp_lin_panel
Compute nonlinear impulse responseslp_nl
Compute nonlinear impulse responses with identified shocklp_nl_iv
Compute nonlinear impulse responses for panel datalp_nl_panel
Base methods for lpirfs_obj objectslpirfs_obj-methods-base
Data to estimate a standard monetary VARmonetary_var_data
Compute and display plots of linear impulse responsesplot_lin
Compute and display plots of nonlinear impulse responsesplot_nl
Base print() function to plot all impulse responses from linear lpirfs objectplot.lpirfs_lin_iv_obj
Base print() function to plot all impulse responses from linear lpirfs objectplot.lpirfs_lin_obj
Base print() function to plot all impulse responses from linear lpirfs objectplot.lpirfs_lin_panel_obj
Base print() function to plot all impulse responses from linear lpirfs objectplot.lpirfs_nl_iv_obj
Base print() function to plot all impulse responses from nonlinear lpirfs objectplot.lpirfs_nl_obj
Base print() function to plot all impulse responses from linear lpirfs objectplot.lpirfs_nl_panel_obj
Summary for nonlinear lpirfs objectsummary.lpirfs_lin_iv_obj
Summary for linear lpirfs objectsummary.lpirfs_lin_obj
Summary for nonlinear lpirfs objectsummary.lpirfs_lin_panel_obj
Summary for nonlinear lpirfs objectsummary.lpirfs_nl_iv_obj
Summary for nonlinear lpirfs objectsummary.lpirfs_nl_obj
Summary for nonlinear lpirfs objectsummary.lpirfs_nl_panel_obj