BR_jps_out              Replications of the JPS (2014) outputs by Bauer
                        and Rudebusch (2017)
Bias_Correc_VAR         Estimates an unbiased VAR(1) using stochastic
                        approximation (Bauer, Rudebusch and Wu, 2012)
Bootstrap               Generates the bootstrap-related outputs
DataForEstimation       Retrieves data from Excel and build the
                        database used in the model estimation
DatabasePrep            Gather data of several countries in a list.
                        Particularly useful for GVAR-based setups
                        (Compute "GVARFactors")
DomMacro                Data: Risk Factors for the GVAR - Candelon and
                        Moura (2023)
DomesticMacroVar        Data: Risk Factors - Candelon and Moura (2024,
                        JFEC)
FactorsGVAR             Data: Risk Factors for the GVAR - Candelon and
                        Moura (2024, JFEC)
ForecastYields          Generates forecasts of bond yields for all
                        model types
GVAR                    Estimates a GVAR(1) and a VARX(1,1,1) models
GlobalMacro             Data: Risk Factors - Candelon and Moura (2023)
GlobalMacroVar          Data: Risk Factors - Candelon and Moura (2024,
                        JFEC)
InputsForOpt            Generates inputs necessary to build the
                        likelihood function for the ATSM model
InputsForOutputs        Collects the inputs that are used to construct
                        the numerical and the graphical outputs
JLL                     Estimates the P-dynamics from JLL-based models
LabFac                  Generates the labels factors
LoadData                Loads data sets from several papers
ModelPara               Replications of the JPS (2014) outputs by the
                        MultiATSM package
MultiATSM               ATSM Package
NumOutputs              Constructs the model numerical outputs (model
                        fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk
                        premia decomposition)
Optimization            Perform the optimization of the log-likelihood
                        function of the chosen ATSM
Out                     Complete list of several outputs from an ATSM
RiskFactors             Data: Risk Factors - Candelon and Moura (2024,
                        JFEC)
Spanned_Factors         Computes the country-specific spanned factors
StarFactors             Generates the star variables necessary for the
                        GVAR estimation
TradeFlows              Data: Trade Flows - Candelon and Moura (2024,
                        JFEC)
Trade_Flows             Data: Trade Flows - Candelon and Moura (2023)
Transition_Matrix       Computes the transition matrix required in the
                        estimation of the GVAR model
VAR                     Estimates a standard VAR(1)
Yields                  Data: Yields - Candelon and Moura (2024, JFEC)
pca_weights_one_country
                        Computes the PCA weights for a single country
plot.ATSMModelForecast
                        Plot method for ATSMModelForecast objects
print.ATSMModelInputs   Print method for ATSMModelInputs objects
summary.ATSMModelInputs
                        Summary method for ATSMModelInputs objects
summary.ATSMModelOutputs
                        Summary method for ATSMModelOutputs objects
