{ "_id": "6a104693acfb0bcc41c9eb6a", "Package": "contagionchannels", "Type": "Package", "Title": "Two-Stage Detection and Attribution of Cross-Border Financial\nContagion Channels", "Version": "0.1.3", "Date": "2026-04-30", "Authors@R": "c(\nperson(given = \"Avishek\", family = \"Bhandari\", role = c(\"aut\",\"cre\"),\nemail = \"avishekb@iitbbs.ac.in\",\ncomment = \"Indian Institute of Technology Bhubaneswar\"),\nperson(given = \"Ipsita\", family = \"Parida\", role = \"aut\",\nemail = \"a23hs09014@iitbbs.ac.in\",\ncomment = \"Indian Institute of Technology Bhubaneswar\"),\nperson(given = \"Hitesh Kumar\", family = \"Sahu\", role = \"aut\",\nemail = \"a23hs09012@iitbbs.ac.in\",\ncomment = \"Indian Institute of Technology Bhubaneswar\"))", "Description": "Implementation of a two-stage framework for the joint\ndetection-and-attribution of cross-border financial contagion.\nStage one detects directional information flows between equity\nmarkets via Wavelet-Quantile Transfer Entropy, combining\nmaximal-overlap discrete wavelet decomposition (Percival and\nWalden, 2000, ISBN:9780521685085) with the transfer-entropy\nestimator of Schreiber (2000) \nand quantile conditioning following Han, Linton, Oka and Whang\n(2016) . Stage two\nattributes each significant directional link to one of five\nmutually exclusive transmission channels (Trade, Financial,\nGeopolitical, Behavioural, Monetary Policy) through a\nmulti-method structural identification architecture combining\ninstrumental-variables two-stage least squares with\nchannel-specific external instruments (Stock and Watson, 2018)\n, LASSO-based instrument selection\n(Belloni, Chernozhukov and Hansen, 2014)\n, local projections (Jorda, 2005)\n, heteroskedasticity-based\nidentification (Rigobon, 2003)\n, and the Cinelli-Hazlett\n(2020) robustness-value sensitivity\nbound. Bundled datasets and replication scripts reproduce the\nheadline findings of Bhandari, Parida and Sahu (2026)\n; the package is general-purpose\nand accommodates user-supplied returns and channel proxies.", "License": "GPL-3", "Encoding": "UTF-8", "LazyData": "true", "VignetteBuilder": "knitr", "RoxygenNote": "7.3.3", "URL": "https://github.com/avishekb9/contagionchannels", "BugReports": "https://github.com/avishekb9/contagionchannels/issues", "Config/testthat/edition": "3", "Config/pak/sysreqs": "libglpk-dev libxml2-dev", "Repository": "https://avishekb9.r-universe.dev", "Date/Publication": "2026-05-10 17:05:40 UTC", "RemoteUrl": "https://github.com/avishekb9/contagionchannels", "RemoteRef": "HEAD", "RemoteSha": "1b8bd0d9845735a6768d845ced6800a0250b1f1d", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-10 17:54:03 UTC", "User": "root" }, "Author": "Avishek Bhandari [aut, cre] (Indian Institute of Technology\nBhubaneswar),\nIpsita Parida [aut] (Indian Institute of Technology Bhubaneswar),\nHitesh Kumar Sahu [aut] (Indian Institute of Technology Bhubaneswar)", "Maintainer": "Avishek Bhandari ", "MD5sum": "5a3b106286576a2a095b2c6d0789456d", "_user": "avishekb9", "_type": "src", "_file": "contagionchannels_0.1.3.tar.gz", "_fileid": "e95baa27308173b26e9c9c4bab3386a1bec9dba05ea6446465d906090efdeec3", "_filesize": 2697143, "_sha256": "e95baa27308173b26e9c9c4bab3386a1bec9dba05ea6446465d906090efdeec3", "_created": "2026-05-10T17:54:03.000Z", "_published": "2026-05-22T12:05:39.065Z", "_distro": "noble", "_jobs": [ { "job": 77375846743, "time": 156, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "6905748544" }, { "job": 77375846991, "time": 163, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "6905749349" }, { "job": 77375846726, "time": 114, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "6905744083" }, { "job": 77375846831, "time": 95, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "6905742290" }, { "job": 77375846482, "time": 215, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "6905732095" }, { "job": 77375846141, "time": 131, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7160048841" }, { "job": 77375846944, "time": 127, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "6905745783" }, { "job": 77375846824, "time": 104, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "6905743149" }, { "job": 77375847091, "time": 106, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "6905743487" } ], "_buildurl": "https://github.com/r-universe/avishekb9/actions/runs/25635584370", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/avishekb9/contagionchannels", "_commit": { "id": "1b8bd0d9845735a6768d845ced6800a0250b1f1d", "author": "Avishek Bhandari ", "committer": "Avishek Bhandari ", "message": "README: announce CRAN release; add CRAN status + downloads badges\n\nThe package is now on CRAN as of 2026-05-08. Updated the install\ninstructions to lead with install.packages('contagionchannels') and\nrecommended remotes::install_github() for the development version.\nAdded CRAN status and CRAN-downloads badges to the header.\n\nThis is a GitHub-side documentation tweak only -- no CRAN resubmission\nis warranted (and CRAN policy explicitly discourages submitting new\nversions for cosmetic changes).\n", "time": 1778432740 }, "_maintainer": { "name": "Avishek Bhandari", "email": "avishekb@iitbbs.ac.in", "login": "avishekb9", "uuid": 123537056 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.1.0", "role": "Depends" }, { "package": "xts", "role": "Imports" }, { "package": "zoo", "role": "Imports" }, { "package": "waveslim", "role": "Imports" }, { "package": "quantreg", "role": "Imports" }, { "package": "igraph", "role": "Imports" }, { "package": "parallel", "role": "Imports" }, { "package": "MASS", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { 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"Mexico", "Russia", "SouthAfrica", "SouthKorea", "Turkey", "UK", "USA" ], "rows": 5036, "table": true, "tojson": false } ], "_help": [ { "page": "build_channel_composites", "title": "Construct the Five-Channel Composites", "topics": [ "build_channel_composites" ] }, { "page": "build_lag", "title": "Build a Lagged Vector with Leading NAs", "topics": [ "build_lag" ] }, { "page": "build_network", "title": "Construct a Directed Contagion Network from a WQTE Flow Matrix", "topics": [ "build_network" ] }, { "page": "channel_proxies", "title": "Channel-Proxy Daily Series", "topics": [ "channel_proxies" ] }, { "page": "cinelli_hazlett_rv", "title": "Cinelli-Hazlett Robustness Value", "topics": [ "cinelli_hazlett_rv" ] }, { "page": "compute_wqte_matrix", "title": "Wavelet-Quantile Transfer Entropy Matrix", "topics": [ "compute_wqte_matrix" ] }, { "page": "crisis_periods", "title": "Crisis Sub-Period Definitions", "topics": [ "crisis_periods" ] }, { "page": "g20_returns", "title": "G20 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