├── .Rbuildignore ├── .github ├── .gitignore └── workflows │ └── R-CMD-check.yaml ├── .gitignore ├── .travis.yml ├── CRAN-RELEASE ├── CRAN-SUBMISSION ├── DESCRIPTION ├── NAMESPACE ├── NEWS.md ├── R ├── RcppExports.R ├── create_lags.R ├── create_lin_data.R ├── create_nl_data.R ├── create_panel_data.R ├── data-documentation.R ├── get_mat_chol.R ├── get_resids_ols.R ├── get_robust_cov_panel.R ├── get_robust_vcxt_panel.R ├── get_std_err.R ├── get_std_err_tsls.R ├── get_vals_switching.R ├── get_var_lagcrit.R ├── lp_lin.R ├── lp_lin_iv.R ├── lp_lin_panel.R ├── lp_nl.R ├── lp_nl_iv.R ├── lp_nl_panel.R ├── lpirfs_obj-methods-base.R ├── package.R ├── plot_lin.R ├── plot_nl.R └── zzz.R ├── README.Rmd ├── README.md ├── cran-comments.md ├── data ├── ag_data.RData ├── interest_rules_var_data.RData └── monetary_var_data.RData ├── docs ├── README_docs.Rmd ├── README_docs.html └── pics_docs │ ├── unnamed-chunk-10-1.png │ ├── unnamed-chunk-11-1.png │ ├── unnamed-chunk-12-1.png │ ├── unnamed-chunk-13-1.png │ ├── unnamed-chunk-13-2.png │ ├── unnamed-chunk-14-1.png │ ├── unnamed-chunk-15-1.png │ ├── unnamed-chunk-15-2.png │ ├── unnamed-chunk-16-1.png │ ├── unnamed-chunk-16-2.png │ ├── unnamed-chunk-17-1.png │ ├── unnamed-chunk-17-2.png │ ├── unnamed-chunk-18-1.png │ ├── unnamed-chunk-18-2.png │ ├── unnamed-chunk-19-1.png │ ├── unnamed-chunk-19-2.png │ ├── unnamed-chunk-20-1.png │ ├── unnamed-chunk-21-1.png │ ├── unnamed-chunk-27-1.png │ ├── unnamed-chunk-28-1.png │ ├── unnamed-chunk-29-1.png │ ├── unnamed-chunk-30-1.png │ ├── unnamed-chunk-31-1.png │ ├── unnamed-chunk-32-1.png │ ├── unnamed-chunk-33-1.png │ ├── unnamed-chunk-33-2.png │ ├── unnamed-chunk-34-1.png │ ├── unnamed-chunk-35-1.png │ ├── unnamed-chunk-36-1.png │ ├── unnamed-chunk-37-1.png │ ├── unnamed-chunk-38-1.png │ ├── unnamed-chunk-39-1.png │ ├── unnamed-chunk-40-1.png │ ├── unnamed-chunk-40-2.png │ ├── unnamed-chunk-40-3.png │ ├── unnamed-chunk-5-1.png │ ├── unnamed-chunk-5-2.png │ ├── unnamed-chunk-6-1.png │ ├── unnamed-chunk-6-2.png │ ├── unnamed-chunk-7-1.png │ ├── unnamed-chunk-7-2.png │ └── unnamed-chunk-8-1.png ├── inst └── CITATION ├── lpirfs.Rproj ├── man ├── ag_data.Rd ├── create_lags.Rd ├── create_lin_data.Rd ├── create_nl_data.Rd ├── create_panel_data.Rd ├── figures │ ├── README-unnamed-chunk-15-1.png │ ├── README-unnamed-chunk-16-1.png │ ├── README-unnamed-chunk-18-1.png │ ├── README-unnamed-chunk-18-2.png │ ├── README-unnamed-chunk-19-1.png │ ├── README-unnamed-chunk-20-1.png │ ├── README-unnamed-chunk-7-1.png │ ├── README-unnamed-chunk-7-2.png │ ├── README-unnamed-chunk-8-1.png │ └── lpirfs_logo.png ├── get_mat_chol.Rd ├── get_resids_ols.Rd ├── get_robust_cov_panel.Rd ├── get_robust_vcxt_panel.Rd ├── get_std_err.Rd ├── get_std_err_tsls.Rd ├── get_vals_lagcrit.Rd ├── get_vals_switching.Rd ├── get_var_lagcrit.Rd ├── hp_filter.Rd ├── interest_rules_var_data.Rd ├── lp_lin.Rd ├── lp_lin_iv.Rd ├── lp_lin_panel.Rd ├── lp_nl.Rd ├── lp_nl_iv.Rd ├── lp_nl_panel.Rd ├── lpirfs-package.Rd ├── lpirfs_obj-methods-base.Rd ├── monetary_var_data.Rd ├── newey_west.Rd ├── newey_west_pw.Rd ├── newey_west_tsls.Rd ├── ols_diagnost.Rd ├── plot.lpirfs_lin_iv_obj.Rd ├── plot.lpirfs_lin_obj.Rd ├── plot.lpirfs_lin_panel_obj.Rd ├── plot.lpirfs_nl_iv_obj.Rd ├── plot.lpirfs_nl_obj.Rd ├── plot.lpirfs_nl_panel_obj.Rd ├── plot_lin.Rd ├── plot_nl.Rd ├── summary.lpirfs_lin_iv_obj.Rd ├── summary.lpirfs_lin_obj.Rd ├── summary.lpirfs_lin_panel_obj.Rd ├── summary.lpirfs_nl_iv_obj.Rd ├── summary.lpirfs_nl_obj.Rd ├── summary.lpirfs_nl_panel_obj.Rd └── var_one.Rd ├── src ├── Makevars ├── Makevars.win ├── RcppExports.cpp ├── get_vals_lagcrit.cpp ├── hp_fast.cpp ├── hp_filter.cpp ├── newey_west.cpp ├── newey_west_pw.cpp ├── newey_west_tsls.cpp ├── ols_diagnost.cpp └── var_one.cpp ├── tests ├── testthat.R └── testthat │ ├── test-diagnost_ols.R │ ├── test-get_var_lagcrit.R │ ├── test-hp_filter.R │ ├── test-lp_lin.R │ ├── test-lp_lin_iv.R │ ├── test-lp_lin_panel.R │ 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