Specify Reserve Demand Curves
Reserve demand curve
Optimise curve parameters
Reserve demand curve predicted values
curvir: Specify Reserve Demand Curves
curvir:Reserve demand curve modelling toolbox
Automatically select curve type and explanatory variables
Plot output of cvfit to facilitate comparison
Cross-validated errors for non-parametric curve
Calculate the inverse curve prediction
Reserve demand non-parametric curve
Plot method for curvir reserve demand models
Predict method for curvir reserve demand models
Automatically select explanatory variables for a curve type
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>.