LoadData {MultiATSM} | R Documentation |
Loads data sets from several papers
Description
Loads data sets from several papers
Usage
LoadData(DataPaper)
Arguments
DataPaper |
Available options are |
Value
Complete set of data from several papers.
References
Bauer and Rudebusch (2017). "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models" (Review of Finance)
Candelon and Moura (2023). "Sovereign yield curves and the COVID-19 in emerging markets" (Economic Modelling)
Candelon and Moura (2024). "A Multicountry Model of the Term Structures of Interest Rates with a GVAR" (Journal of Financial Econometrics)
Examples
#Example 1:
LoadData("BR_2017")
#Example 2:
LoadData("CM_2023")
#Example 3:
LoadData("CM_2024")
[Package MultiATSM version 1.3.1 Index]