FolderCreationPoint

Creates the folders and the path in which the graphical outputs are stored (point estimate 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 (Forthcoming, JFEC) <doi:10.1093/jjfinec/nbae008> are also available.

Rubens Moura

MultiATSM

Multicountry Term Structure of Interest Rates Models

FolderCreationPoint function

<dl><dt>ModelType</dt>
<dd>A character vector indicating the model type to be estimated.</dd>
<dt>Economies</dt>
<dd>A character vector containing the names of the economies included in the system.</dd></dl>

Arguments

Creates the folders and the path in which the graphical outputs are stored (point estimate version) — FolderCreationPoint

<dl>

<dt>ModelType</dt>
<dd>A character vector indicating the model type to be estimated.</dd>


<dt>Economies</dt>
<dd>A character vector containing the names of the economies included in the system.</dd>

</dl>

FolderCreationPoint: Creates the folders and the path in which the graphical outputs are stored (point estimate version)

Description

Usage

Arguments