Package: EWS
Type: Package
Title: Early Warning System
Version: 0.1.0
Authors@R: c(
    person("Quentin", "Lajaunie", email = "quentin_lajaunie@hotmail.fr", role = "cre"),
    person("Jean-Baptiste", "Hasse", email = "jb-hasse@hotmail.fr", role = "aut"))
Description: Early Warning Systems (EWS) are a toolbox for policymakers to prevent or attenuate the impact of economic downturns. Modern EWS are based on the econometric framework of Kauppi and Saikkonen (2008) <doi:10.1162/rest.90.4.777>. Specifically, this framework includes four dichotomous models, relying on a logit approach to model the relationship between yield spreads and future recessions, controlling for recession risk factors. These models can be estimated in a univariate or a balanced panel framework as in Candelon, Dumitrescu and Hurlin (2014) <doi:10.1016/j.ijforecast.2014.03.015>. This package provides both methods for estimating these models and a dataset covering 13 OECD countries over a period of 45 years. This package constitutes a useful toolbox (data and functions) for scholars as well as policymakers.
Depends: R (>= 2.10)
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: numDeriv
NeedsCompilation: no
Packaged: 2020-04-06 14:46:25 UTC; quentin
Author: Quentin Lajaunie [cre],
  Jean-Baptiste Hasse [aut]
Maintainer: Quentin Lajaunie <quentin_lajaunie@hotmail.fr>
Repository: CRAN
Date/Publication: 2020-04-07 15:00:22 UTC
