Modelling and Estimation of the Yield Curve
Modelling the yield curve with some parametric models.
The models implemented are:
Nelson, C.R., and A.F. Siegel (1987) <doi: 10.1086/296409>,
Diebold, F.X. and Li, C. (2006) <doi: 10.1016/j.jeconom.2005.03.005>
and Svensson, L.E. (1994) <doi: 10.3386/w4871>.
The package also includes the data of the term structure of interest rate of Federal Reserve Bank and European Central Bank.

Text Analysis by Yahoo! Japan Develper Network
Japanese Text Analysis using Yahoo! Japan develper Network
(http://developer.yahoo.co.jp/webapi/jlp/)

Federico Girosi <girosi@rand.org>
Gary King <king@harvard.edu>
Elena Villalon <evillalon@iq.harvard.edu>
YourCast makes time series cross-sectional forecasts
with multiple cross-sections based on your assumptions
given a variety of smoothing assumptions based on
similarities among the levels or trends in the expected
value of the dependent variable rather than the
coefficients.  YourCast implements suggestions in the
book by Federico Girosi and Gary King; see
http://gking.harvard.edu/preprints.shtml.

Federico Girosi <girosi@rand.org> Gary King <king@harvard.edu>
Jon Bischof <jbischof@fas.harvard.edu>
YourCast makes time series cross-sectional forecasts with
multiple cross-sections based on your assumptions. It allows a
variety of smoothing assumptions based on similarities among
the levels, trends, or interactions in the expected value of
the dependent variable rather than the coefficients.  YourCast
implements ideas in the book Federico Girosi and Gary King.
DEMOGRAPHIC FORECASTING. Princeton University Press, 2008; see
http://gking.harvard.edu/files/smooth/

Federico Girosi <girosi@rand.org> Gary King <king@harvard.edu>
Elena Villalon <evillalon@latte.harvard.edu> Jon Bischof
<jbischof@fas.harvard.edu>
Software accompanying the book by Girosi and King:
Demographic Forecasting.  Four different forecast models (i.e,
OLS, LC, POISSON, and MAP).  The driver of the simulation is
function mortality.driver(), with your choices of input
parameters, such as country, disease, and gender, and many
others; please read the software manual.