Package: MultiATSM
Type: Package
Title: Multicountry Term Structure of Interest Rates Models
Version: 0.3.6
Date: 2024-04-29
Author: Rubens Moura
Maintainer: Rubens Moura <rubens.gtmoura@gmail.com>
Description: Estimation routines for several classes of affine term structure of interest rates models. All the models are based on the single-country unspanned macroeconomic risk framework from Joslin, Priebsch, and Singleton (2014, JF) <doi:10.1111/jofi.12131>. Multicountry extensions such as the ones of Jotikasthira, Le, and Lundblad (2015, JFE) <doi:10.1016/j.jfineco.2014.09.004>, Candelon and Moura (2023, EM) <doi:10.1016/j.econmod.2023.106453>, and Candelon and Moura (Forthcoming, JFEC) <http://hdl.handle.net/2078.1/249985> are also available. 
License: GPL-2 | GPL-3
Encoding: UTF-8
RoxygenNote: 7.2.3
Imports: zoo, pracma, wrapr, hablar, ggplot2
Suggests: readxl, readr, magic, Jmisc, functional, cowplot, reshape2,
        sjmisc, stringr, knitr, rmarkdown, bookdown, kableExtra,
        neldermead, magrittr
Depends: R (>= 4.3.0)
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2024-04-29 17:41:49 UTC; rmoura
Repository: CRAN
Date/Publication: 2024-04-29 18:50:08 UTC
Built: R 4.4.0; ; 2024-06-01 06:21:45 UTC; unix
