Multicountry Term Structure of Interest Rates Models R package MultiATSM version 1.5.1-1 Package for estimating, analyzing, and forecasting multi-country macro-finance affine term structure models (ATSMs). All setups build on the single-country unspanned macroeconomic risk framework from Joslin, Priebsch, and Singleton (2014, JF) <doi:10.1111/jofi.12131>. Multicountry extensions by Jotikasthira, Le, and Lundblad (2015, JFE) <doi:10.1016/j.jfineco.2014.09.004>, Candelon and Moura (2023, EM) <doi:10.1016/j.econmod.2023.106453>, and Candelon and Moura (2024, JFEC) <doi:10.1093/jjfinec/nbae008> are also available. The package also provides tools for bias correction as in Bauer Rudebusch and Wu (2012, JBES) <doi:10.1080/07350015.2012.693855>, bootstrap analysis, and several graphical/numerical outputs. Software Depends: R (>= 4.3.0) Imports: cowplot, ggplot2, hablar, magic, pracma Suggests: readxl, testthat (>= 3.0.0), knitr, rmarkdown, bookdown, kableExtra, magrittr Rubens Moura <rubens.gtmoura@gmail.com> Comprehensive R Archive Network (CRAN) Rubens Moura [aut, cre] (ORCID: <https://orcid.org/0000-0001-8105-4729>) GPL-2 GPL-3 2026-02-26 application/tgz https://CRAN.R-project.org/package=MultiATSM doi:10.32614/CRAN.package.MultiATSM