MultiATSM
cranv1.5.1-1Multicountry Term Structure of Interest Rates Models. Package for estimating, analyzing, and forecasting multi-country macro-finance affine term structure models (ATSMs). All setups build on the single-country unspanned macroeconomic risk framework from Joslin, Priebsch, and Singleton (2014, JF) <doi:10.1111/jofi.12131>. Multicountry extensions by Joti
License GPL-2 | GPL-30 versions1 maintainers5 deps84 weekly dl
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curl https://depscope.dev/api/check/cran/MultiATSMFirst published · 2026-02-26 19:36:07
Last updated · 2026-02-26T17:30:03+00:00