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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) <https://www.imf.org/en/Publications/WP/Issues/2023/09/01/Modeling-the-Reserve-Demand-to-Facilitate-Central-Bank-Operations-538754>.
Getting started
Browse package contents
Package details |
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| Author | Nikolaos Kourentzes [aut, cre], Zhuohui Chen [aut], Romain Veyrune [aut] |
| Maintainer | Nikolaos Kourentzes <nikolaos@kourentzes.com> |
| License | GPL-3 |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
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