1. MultiATSM::BR_jps_out
    Replications of the JPS (2014) outputs by Bauer and Rudebusch (2017)
    json| rda| rds
    list
  2. MultiATSM::DomMacro
    Data: domestic risk factors - Candelon and Moura (2024, JFEC)
    csv| json| rda| rds
    matrix|8 x 188
  3. MultiATSM::DomMacro_covid
    Data: Risk Factors for the GVAR - Candelon and Moura (2023)
    csv| json| rda| rds
    matrix|16 x 80
  4. MultiATSM::GlobalMacro
    Data: Risk Factors - Candelon and Moura (2024, JFEC)
    csv| json| rda| rds
    matrix|2 x 188
  5. MultiATSM::GlobalMacro_covid
    Data: Risk Factors - Candelon and Moura (2023, EM)
    csv| json| rda| rds
    matrix|3 x 80
  6. MultiATSM::GVARFactors
    Data: Risk Factors for the GVAR - Candelon and Moura (2024, JFEC)
    json| rda| rds
    list
  7. MultiATSM::InpForOutEx
    Example of list inputs used in the construction of several model outputs
    json| rda| rds
    list
  8. MultiATSM::NumOutEx
    Example of computed numerical outputs
    rda| rds
    ATSMNumOutputs
  9. MultiATSM::Out_Example
    Complete list of several outputs from an ATSM
    rda| rds
    list
  10. MultiATSM::ParaSetEx
    Example of parameter set after optimization
    rda| rds
    ATSMModelOutputs
  11. MultiATSM::RiskFacFull
    Data: Full set of risk factors - Candelon and Moura (2024, JFEC)
    csv| json| rda| rds
    matrix|22 x 188
  12. MultiATSM::TradeFlows
    Data: Trade Flows - Candelon and Moura (2024, JFEC)
    csv| json| rda| rds
    list
  13. MultiATSM::TradeFlows_covid
    Data: Trade Flows - Candelon and Moura (2023, EM)
    csv| json| rda| rds
    list
  14. MultiATSM::Yields
    Data: bond yield data - Candelon and Moura (2024, JFEC)
    csv| json| rda| rds
    matrix|24 x 188
  15. MultiATSM::Yields_covid
    Data: Yields - Candelon and Moura (2023)
    csv| json| rda| rds
    matrix|20 x 80