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AdaemmerP / lpirfs

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Nonlinear impulse-response functions (s1 & s2) #17

Closed gueyenono closed 3 years ago

gueyenono commented 3 years ago

I'd like to thank you for a great package with an intuitive interface.

Could you please provide more explanations about the difference between the impulse-response functions produced by lp_nl()? More specifically, what is the difference between irf_s1_* and irf_s2_*? The function documentation talks about their content; however, I was not able to find anything about what they actually are. Any pointer would be greatly appreciated.

Thank you.

AdaemmerP commented 3 years ago

The paper contains more information on that: https://journal.r-project.org/archive/2019/RJ-2019-052/RJ-2019-052.pdf