curvir {curvir} | R Documentation |
The curvir package provides tools for building reserve demand curves for central bank operations.
npcurve
- fit a non-parametric curve
cvfit
- Joint automatic specification of curve type and regressors
varselect
- Automatic specification of regressors
cvnpcurve
- Provide cross-validated errors for non-paramteric curves
ecb
ECB dataset from Chen et al. (2023)
Nikolaos Kourentzes, nikolaos@kourentzes.com, Zhuohui Chen, zchen4@imf.org, Romain R. Veyrune.
Chen, Z., Kourentzes, N., & Veyrune, R. (2023). Modeling the Reserve Demand to Facilitate Central Bank Operations. IMF Working Papers, 2023(179).