curvir
From MaRDI portal
Software:5979658
CRANcurvirMaRDI QIDQ5979658FDOQ5979658
Specify Reserve Demand Curves
Nikolaos Kourentzes, Zhuohui Chen, Romain Veyrune
Last update: 24 November 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 0.1.1
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>.
This page was built for software: curvir
