Package: MultiATSM
Type: Package
Title: Multicountry Term Structure of Interest Rates Models
Version: 1.5.1-2
Date: 2026-06-18
Authors@R: 
    person("Rubens", "Moura", , "rubens.gtmoura@gmail.com", role = c("aut", "cre"),
           comment = c(ORCID = "0000-0001-8105-4729"))
Description: 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 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.
        The package also provides tools for bias correction as in Bauer
        Rudebusch and Wu (2012, JBES)
        <doi:10.1080/07350015.2012.693855>, bootstrap analysis, and
        several graphical/numerical outputs.
License: GPL-2 | GPL-3
Encoding: UTF-8
RoxygenNote: 7.2.3
Imports: cowplot, ggplot2, hablar, magic, pracma
Suggests: readxl, testthat (>= 3.0.0), knitr, rmarkdown, bookdown,
        kableExtra, magrittr
Depends: R (>= 4.3.0)
VignetteBuilder: knitr
URL: https://github.com/rubensmoura87/MultiATSM,
        https://rubensmoura87.github.io/MultiATSM/
BugReports: https://github.com/rubensmoura87/MultiATSM/issues
NeedsCompilation: no
Packaged: 2026-06-18 06:31:59 UTC; root
Author: Rubens Moura [aut, cre]
        (<https://orcid.org/0000-0001-8105-4729>)
Maintainer: Rubens Moura <rubens.gtmoura@gmail.com>
Config/testthat/edition: 3
LazyData: true
Repository: https://rubensmoura87.r-universe.dev
Date/Publication: 2026-06-18 04:56:54 UTC
RemoteUrl: https://github.com/rubensmoura87/multiatsm
RemoteRef: HEAD
RemoteSha: 9f81504fbb47a70ea35001852f03efbc39a9c6b3