lpirfs 0.1.2

lpirfs 0.1.2

Improvements

• Fixed an error in lp_nl() when lags are chosen by a lag length criterion.
  Version 0.1.1 chooses lags based on linear instead of
  nonlinear data.

• Removed the dependency on the vars package.

• lp_lin() and lp_nl() now allow to include exogenous variables and exogenous variables
  with contemporaneous impact.

• plot_lin_irfs() and plot_nl_irfs() are deprecated and have been
  replaced by plot_lin() and plot_nl().

• Two new functions named lp_lin_iv() and lp_nl_iv() allow to estimate
  linear and nonlinear impulse responses with identified shocks (instrument variables).

• Input names in lp_lin() and lp_nl() have been changed for consistency:

function	old input name	new input name
lp_lin()	lags_lin	lags_endog_lin
lp_nl()	lags_lin	lags_endog_lin
lp_nl()	lags_nl	lags_endog_nl
lp_nl()	hp_filter	use_hp