Dear all,
this message is to inform the community about the activity in our
function package repository. During the month of September 2026,
one package was updated and a new one was introduced.
The new package is "nic_gig", by Mary Mertzanidou and Theodore
Panagiotidis. This package is used jointly with the "gig" addon
(univariate GARCH models), and lets you plot the "News Impact Curve" for
a GARCH model and a GJR model.
The updated package is "BreitungCandelonTest" (for frequency-wise
Granger causality tests), by Sven Schreiber, which is mostly a bugfix.
As usual, download and enjoy!
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------