curvir: Specify Reserve Demand Curves

Automatic specification and estimation of reserve demand curves for central bank operations. The package can help to choose the best demand curve and identify additional explanatory variables. Various plot and predict options are included. For more details, see Chen et al. (2023) <>.

Package details

AuthorNikolaos Kourentzes [aut, cre], Zhuohui Chen [aut], Romain Veyrune [aut]
MaintainerNikolaos Kourentzes <>
Package repositoryView on CRAN
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curvir documentation built on Nov. 24, 2023, 5:09 p.m.