R/CM_DomMacroFactors_2023.R

In MultiATSM: Multicountry Term Structure of Interest Rates Models

#'@title Data: Risk Factors for the GVAR - Candelon and Moura (2023)
#'
#' @description Risk factors data used in the GVAR models - Candelon and Moura (2023)
#' @name DomMacro
#' @docType data
#' @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)
#' @keywords Risk Factors GVAR
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