GlobalMacro dataset

Data: Risk Factors - Candelon and Moura (2024, JFEC)

MultiATSM packageRead PDF manual
  • Maintainer: Rubens Moura
  • License: GPL-2 | GPL-3
  • Last published: 2025-11-05

About the dataset

  • Number of rows: 2
  • Number of columns: 188
  • Class: matrix, array

Column names and types (First 10)

  • 01-06-2004:numeric
  • 01-07-2004:numeric
  • 01-08-2004:numeric
  • 01-09-2004:numeric
  • 01-10-2004:numeric
  • 01-11-2004:numeric
  • 01-12-2004:numeric
  • 01-01-2005:numeric
  • 01-02-2005:numeric
  • 01-03-2005:numeric