macrosynergy.management.constants#

Constants used throughout the package.

Frequency Mappings#

  • FREQUENCY_MAP: used to map the frequencies from D, W, M, Q, A to Business Day Frequencies.

  • FFILL_LIMITS: used to map the frequencies from D, W, M, Q, A to the maximum number of ffill periods.

Cross-sections of interest#

  • cids_dmca: DM currency areas

  • cids_dmec: DM euro area countries

  • cids_latm: Latam countries

  • cids_emea: EMEA countries

  • cids_emas: EM Asia countries

  • cids_dm: DM currency areas and DM euro area countries

  • cids_em: Latam, EMEA and EM Asia countries

  • all_cids: All countries