get_vals_switching

Computes transition values by using a smooth transition function as
used in Auerbach and Gorodnichenko (2012). The time series used in the transition function
can be detrended via the Hodrick-Prescott filter (see Auerbach and Gorodnichenko, 2013).

internal

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>.

Philipp Adämmer

lpirfs

Local Projections Impulse Response Functions

James P. LeSage

Mehmet Balcilar

Jon Danielsson

get_vals_switching function

<dl><dt>data_set</dt>
<dd>A numeric vector or a panel data set, depending on the model to estimate.</dd>
<dt>specs</dt>
<dd>A <a href="/link/list?package=lpirfs&version=0.2.4" data-mini-rdoc="lpirfs::list">list</a> with inputs as in lp_nl().</dd></dl>

Arguments

Author

Compute values of transition function to separate regimes — get_vals_switching

<dl>

<dt>data_set</dt>
<dd>A numeric vector or a panel data set, depending on the model to estimate.</dd>


<dt>specs</dt>
<dd>A <a href='https://rdrr.io/r/base/list.html'>list</a> with inputs as in lp_nl().</dd>

</dl>

get_vals_switching: Compute values of transition function to separate regimes

Description

Usage

Value

Arguments

Author

References