curvir-package: curvir: Specify Reserve Demand Curves
In curvir: Specify Reserve Demand Curves
curvir-package R Documentation
curvir: Specify Reserve Demand Curves
Description
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.
Author(s)
Maintainer: Nikolaos Kourentzes nikolaos@kourentzes.com
Authors:
Zhuohui Chen zchen4@imf.org
Romain Veyrune
curvir documentation built on Nov. 24, 2023, 5:09 p.m.
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| curvir-package | R Documentation |
curvir: Specify Reserve Demand Curves
Description
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.
Author(s)
Maintainer: Nikolaos Kourentzes nikolaos@kourentzes.com
Authors:
Zhuohui Chen zchen4@imf.org
Romain Veyrune
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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