Reserve demand curve modelling toolbox (curvir)

Development repository for the curvir package for R. Stable version can be found at: https://cran.r-project.org/web/packages/curvir/index.html

The curvir package provides tools for building reserve demand curves for central bank operations.

More details can be found at: Chen, Z., Kourentzes, N., & Veyrune, R. (2023). Modeling the Reserve Demand to Facilitate Central Bank Operations. IMF Working Papers, 2023(179).

To install use:

if (!require("devtools")){install.packages("devtools")}

devtools::install_github("trnnick/curvir")

Happy forecasting!