{ "_id": "6ad862a969e274306bae8f21", "Package": "EWS", "Type": "Package", "Title": "Early Warning System", "Version": "0.2.0", "Author": "Jean-Baptiste Hasse [aut], Quentin Lajaunie [aut, cre]", "Maintainer": "Quentin Lajaunie ", "Description": "The purpose of Early Warning Systems (EWS) is to detect\naccurately the occurrence of a crisis, which is represented by\na binary variable which takes the value of one when the event\noccurs, and the value of zero otherwise. EWS are a toolbox for\npolicymakers to prevent or attenuate the impact of economic\ndownturns. Modern EWS are based on the econometric framework of\nKauppi and Saikkonen (2008) .\nSpecifically, this framework includes four dichotomous models,\nrelying on a logit approach to model the relationship between\nyield spreads and future recessions, controlling for recession\nrisk factors. These models can be estimated in a univariate or\na balanced panel framework as in Candelon, Dumitrescu and\nHurlin (2014) . This\npackage provides both methods for estimating these models and a\ndataset covering 13 OECD countries over a period of 45 years.\nIn addition, this package also provides methods for the\nanalysis of the propagation mechanisms of an exogenous shock,\nas well as robust confidence intervals for these response\nfunctions using a block-bootstrap method as in Lajaunie (2021).\nThis package constitutes a useful toolbox (data and functions)\nfor scholars as well as policymakers.", "License": "GPL-3", "Encoding": "UTF-8", "LazyData": "true", "NeedsCompilation": "no", "Packaged": { "Date": "2026-10-21 06:56:38 UTC", "User": "root" }, "Repository": "https://cran.r-universe.dev", "Date/Publication": "2021-02-24 09:30:06 UTC", "RemoteUrl": "https://github.com/cran/EWS", "RemoteRef": "HEAD", "RemoteSha": "e08f14a3fd5bde9c505f3e85e4e1e43d21901d92", "_user": "cran", "_type": "src", "_file": "EWS_0.2.0.tar.gz", "_fileid": "https://r2.ropensci.org/ed3a9c1216948cd74a2a543a6ddf68a7ad16be67da07a8aef932ffbb2edb6789", "_filesize": 216032, "_sha256": "ed3a9c1216948cd74a2a543a6ddf68a7ad16be67da07a8aef932ffbb2edb6789", "_expires": "2027-01-29T06:58:47.000Z", "_created": "2026-10-21T06:56:38.000Z", "_published": "2026-10-21T06:58:49.675Z", "_buildurl": "https://github.com/r-universe/cran/actions/runs/39558326167", "_status": "success", "_host": "GitHub-Actions", "_jobs": [ { "job": 119084294099, "time": 94, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "12326343520" }, { "job": 119084293959, "time": 88, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "12326567382" }, { "job": 119083444209, "time": 145, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "12327335026" }, { "job": 119084293977, "time": 94, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "12326567402" }, { "job": 119084293987, "time": 63, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "12326936731" }, { "job": 119084294053, "time": 74, "config": "windows-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "12326527426" } ], "_upstream": "https://github.com/cran/EWS", "_commit": { "id": "e08f14a3fd5bde9c505f3e85e4e1e43d21901d92", "author": "Quentin Lajaunie ", "committer": "cran-robot ", "message": "version 0.2.0\n", "time": 1614159006 }, "_maintainer": { "name": "Quentin Lajaunie", "email": "quentin_lajaunie@hotmail.fr" }, "_distro": "resolute", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 2.10", "role": "Depends" }, { "package": "numDeriv", "role": "Imports" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "followers": 634, "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 288, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/EWS" }, "_mentions": 6, "_searchresults": 1, "_rbuild": "4.6.1", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/EWS.html", "extra/manual.pdf" ], "_realowner": "cran", "_cranurl": false, "_releases": [ { "version": "0.1.0", "date": "2020-04-07" }, { "version": "0.2.0", "date": "2021-02-24" } ], "_exports": [ "BlockBootstrapp", "EWS_AM_Criterion", "EWS_CSA_Criterion", "EWS_NSR_Criterion", "GIRF_Dicho", "GIRF_Index_CI", "GIRF_Proba_CI", "Logistic_Estimation", "Matrix_lag", "Simul_GIRF", "Vector_Error", "Vector_lag" ], "_datasets": [ { "name": "data_panel", "title": "Historical data for 13 OECD countries", "object": "data_panel", "class": [ "data.frame" ], "fields": [ "country", "Date", "YIESPR", "OECD" ], "rows": 6903, "table": true, "tojson": true }, { "name": "data_USA", "title": "Historical data for the United States", "object": "data_USA", "class": [ "data.frame" ], "fields": [ "Date", "X10Y", "X3M", "Spread", "NBER" ], "rows": 268, "table": true, "tojson": true } ], "_help": [ { "page": "BlockBootstrapp", "title": "Block Bootstrapp", "topics": [ "BlockBootstrapp" ] }, { "page": "data_panel", "title": "Historical data for 13 OECD countries", "topics": [ "data_panel" ] }, { "page": "data_USA", "title": "Historical data for the United States", "topics": [ "data_USA" ] }, { "page": "EWS_AM_Criterion", "title": "AM Threshold - 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