{ "_id": "6a5741b1ff0138dec5d6fb63", "Package": "matrisk", "Title": "Macroeconomic-at-Risk", "Version": "0.1.0", "Authors@R": "c(person(\"Quentin\", \"Lajaunie\", role = c(\"aut\", \"cre\"),\nemail = \"quentin_lajaunie@hotmail.fr\"),\nperson(\"Guillaume\", \"Flament\", role = \"aut\", email=\"g.f.flament@gmail.com\"),\nperson(\"Christophe\", \"Hurlin\", role = \"aut\", email=\"christophe.hurlin@univ-orleans.fr\"))", "Description": "The Macroeconomics-at-Risk (MaR) approach is based on a\ntwo-step semi-parametric estimation procedure that allows to\nforecast the full conditional distribution of an economic\nvariable at a given horizon, as a function of a set of factors.\nThese density forecasts are then be used to produce coherent\nforecasts for any downside risk measure, e.g., value-at-risk,\nexpected shortfall, downside entropy. Initially introduced by\nAdrian et al. (2019) to reveal the\nvulnerability of economic growth to financial conditions, the\nMaR approach is currently extensively used by international\nfinancial institutions to provide Value-at-Risk (VaR) type\nforecasts for GDP growth (Growth-at-Risk) or inflation\n(Inflation-at-Risk). This package provides methods for\nestimating these models. Datasets for the US and the Eurozone\nare available to allow testing of the Adrian et al (2019)\nmodel. This package constitutes a useful toolbox (data and\nfunctions) for private practitioners, scholars as well as\npolicymakers.", "License": "GPL-3", "Encoding": "UTF-8", "RoxygenNote": "7.2.3", "NeedsCompilation": "no", "Packaged": { "Date": "2026-07-15 08:12:17 UTC", "User": "root" }, "Author": "Quentin Lajaunie [aut, cre], Guillaume Flament [aut],\nChristophe Hurlin [aut]", "Maintainer": "Quentin Lajaunie ", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2023-05-02 07:30:05 UTC", "RemoteUrl": "https://github.com/cran/matrisk", "RemoteRef": "HEAD", "RemoteSha": "6869e9e5cc6a8950d08bfb188c20a11e15442ae4", "_user": "cran", "_type": "src", "_file": "matrisk_0.1.0.tar.gz", "_fileid": "https://r2.ropensci.org/c98f3a82150103fd7684b0761003fe99fe2c81a8aaf085632bc3d753e699106a", "_filesize": 110880, "_sha256": "c98f3a82150103fd7684b0761003fe99fe2c81a8aaf085632bc3d753e699106a", "_expires": "2026-10-23T08:15:43.000Z", "_created": "2026-07-15T08:12:17.000Z", "_published": 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