Package: MultiATSM
Type: Package
Title: Multicountry Term Structure of Interest Rates Models
Version: 1.0.0
Date: 2024-10-15
Authors@R: 
    person("Rubens", "Moura", , "rubens.gtmoura@gmail.com", role = c("aut", "cre"),
           comment = c(ORCID = "0000-0001-8105-4729"))
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) <doi:10.1093/jjfinec/nbae008> 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: 2024-10-15 06:07:30 UTC; rmoura
Author: Rubens Moura [aut, cre] (<https://orcid.org/0000-0001-8105-4729>)
Maintainer: Rubens Moura <rubens.gtmoura@gmail.com>
Repository: CRAN
Date/Publication: 2024-10-15 06:40:02 UTC
Built: R 4.3.3; ; 2024-10-15 07:20:33 UTC; unix
