InpForOutEx

<p>List of inputs of a JPS-based model for Brazilian data</p>

model

brazil

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

InpForOutEx function

Format

Example of list inputs used in the construction of several model outputs — InpForOutEx

Example of list inputs used in the construction of several model outputs

InpForOutEx: Example of list inputs used in the construction of several model outputs

Description

Usage

Arguments

Format