Specify Reserve Demand Curves

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>.


Reference manual

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install.packages("curvir")

0.1.1 by Nikolaos Kourentzes, 3 years ago


Browse source code at https://github.com/cran/curvir


Authors: Nikolaos Kourentzes [aut, cre] , Zhuohui Chen [aut] , Romain Veyrune [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports RColorBrewer, abind, cvTools, pbapply, pso, mgcv, qgam, quantregForest, randomForest


See at CRAN