Package: MultiATSM
Type: Package
Title: Multicountry Term Structure of Interest Rates Models
Version: 1.3.1
Date: 2025-05-11
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 (2024, JFEC) <doi:10.1093/jjfinec/nbae008> are also available. 
License: GPL-2 | GPL-3
Encoding: UTF-8
RoxygenNote: 7.2.3
Imports: ggplot2
Suggests: readxl, cowplot, magic, reshape2, pracma, knitr, rmarkdown,
        bookdown, kableExtra, neldermead, magrittr, hablar
Depends: R (>= 4.3.0)
VignetteBuilder: knitr
URL: https://github.com/rubensmoura87/MultiATSM
BugReports: https://github.com/rubensmoura87/MultiATSM/issues
NeedsCompilation: no
Packaged: 2025-05-11 03:23:38 UTC; rmoura
Author: Rubens Moura [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-8105-4729>)
Maintainer: Rubens Moura <rubens.gtmoura@gmail.com>
Repository: CRAN
Date/Publication: 2025-05-11 04:40:02 UTC
Built: R 4.3.3; ; 2025-05-11 11:54:42 UTC; unix
