This package is not yet registered in the General repository. For now install with
pkg> add https://github.com/joe5saia/LocalProjections.jl.
This package simplifies estimating Local Projection forecasts, aka Jorda Local Projections or
IRF Local Projections. This package defines the LocalProjection object which summarizes the
local projection model. The regression model is:
The series of coefficients on the x variable is the object of interest. This package estimates an individual regression model for each horizon to estimate these coefficients and saves these results.