Data | Package data-set | Import data from Excel files | Required user inputs | Fundamental inputs required for estimation | Model-specific inputs required for estimation | GVARlist and JLLlist | BRWlist | The InputsForOpt() function | Additional inputs for numerical and graphical outputs | Bond yield decomposition | Bootstrap settings | Out-of-sample forecast settings | Model Estimation | Spanned Factors | The P-dynamics estimation | VAR | GVAR | JLL | ATSM estimation | Examples of full implementation of ATSMs | General template | User-Friendly Inspection of Key Elements in the Selected ATSM Specification | ATSM inputs | ATSM parameters | Graphical outputs | Forecasts | References

Joslin, Priebsch and Singleton (2014) | Candelon and Moura (2024) | Candelon and Moura (2023) | References