Package: MultiATSM
Type: Package
Title: Multicountry Term Structure of Interest Rates Models
Version: 1.5.1-1
Date: 2026-02-26
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: 2026-02-26 17:49:16 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: 2026-02-26 18:30:03 UTC
Config/testthat/edition: 3
LazyData: true
Built: R 4.6.0; ; 2026-04-17 02:33:03 UTC; windows
