DomMacro: Data: Risk Factors for the GVAR - Candelon and Moura (2023)
In MultiATSM: Multicountry Term Structure of Interest Rates Models
DomMacro R Documentation
Data: Risk Factors for the GVAR - Candelon and Moura (2023)
Description
Risk factors data used in the GVAR models - Candelon and Moura (2023)
Usage
data("CM_DomMacro_2023")
Format
list containing the variables used in the GVAR models
References
Candelon, B. and Moura, R. (2023) "Sovereign yield curves and the COVID-19 in emerging markets". (Economic Modelling)
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| DomMacro | R Documentation |
Data: Risk Factors for the GVAR - Candelon and Moura (2023)
Description
Risk factors data used in the GVAR models - Candelon and Moura (2023)
Usage
data("CM_DomMacro_2023")
Format
list containing the variables used in the GVAR models
References
Candelon, B. and Moura, R. (2023) "Sovereign yield curves and the COVID-19 in emerging markets". (Economic Modelling)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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