R/CM_DomMacroFactors.R

In MultiATSM: Multicountry Term Structure of Interest Rates Models

#'@title Data: Risk Factors - Candelon and Moura (2024, JFEC)
#'
#' @description Risk factors data used in Candelon and Moura (2024, JFEC)
#' @name DomesticMacroVar
#' @docType data
#' @usage data("CM_DomMacroFactors")
#' @format matrix containing the  risk factors of the models
#' @references Candelon, B. and Moura, R. (2024) "A Multicountry Model of the Term Structures of Interest Rates with a GVAR". (Journal of Financial Econometrics)
#' @keywords Domestic unspanned risk factors
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