R/CM_Factors_GVAR.R

In MultiATSM: Multicountry Term Structure of Interest Rates Models

#'@title Data: Risk Factors for the GVAR - Candelon and Moura (2024, JFEC)
#'
#' @description Risk factors data used in the GVAR models - Candelon and Moura (2024, JFEC)
#' @name FactorsGVAR
#' @docType data
#' @usage data("CM_Factors_GVAR")
#' @format list containing the variables used in the GVAR 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 Risk Factors GVAR
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