FolderCreationBoot

Creates the folders and the path in which the graphical outputs are stored (Bootstrap version)

internal

Estimation routines for several classes of affine term structure of interest rates models. All the models are based on the single-country unspanned macroeconomic risk framework from Joslin, Priebsch, and Singleton (2014, JF) <doi:10.1111/jofi.12131>. Multicountry extensions such as the ones of Jotikasthira, Le, and Lundblad (2015, JFE) <doi:10.1016/j.jfineco.2014.09.004>, Candelon and Moura (2023, EM) <doi:10.1016/j.econmod.2023.106453>, and Candelon and Moura (2024, JFEC) <doi:10.1093/jjfinec/nbae008> are also available.

Rubens Moura

MultiATSM

Multicountry Term Structure of Interest Rates Models

FolderCreationBoot function

<dl><dt>ModelType</dt>
<dd>a string-vector containing the label of the model to be estimated</dd>
<dt>Economies</dt>
<dd>a string-vector containing the names of the economies which are part of the economic system</dd>
<dt>Folder2save</dt>
<dd>Folder path where the outputs will be stored.</dd></dl>

Arguments

Creates the folders and the path in which the graphical outputs are stored (Bootstrap version) — FolderCreationBoot

<dl>

<dt>ModelType</dt>
<dd>a string-vector containing the label of the model to be estimated</dd>


<dt>Economies</dt>
<dd>a string-vector containing the names of the economies which are part of the economic system</dd>


<dt>Folder2save</dt>
<dd>Folder path where the outputs will be stored.</dd>

</dl>

FolderCreationBoot: Creates the folders and the path in which the graphical outputs are stored (Bootstrap version)

Description

Usage

Arguments