Files in MultiATSM

Multicountry Term Structure of Interest Rates Models

R/ForecastYields.R R/InputsForOutputs.R R/MinorOptimizationFunctions.R R/BR_jps_gro_R3.R R/CM_DomMacroFactors_2023.R R/DataForEstimation.R R/Transition_Matrix.R R/NumOutputsBootstrap.R R/CM_repJPS.R R/GraphicalOutputs.R R/BiasCorrection.R R/pca_weights_one_country.R R/CM_Factors_GVAR.R R/CM_GlobalMacro_2023.R R/CM_Trade_2023.R R/MLEdensity.R R/Optimization.R R/A0N__BnAn.R R/CM_Yields.R R/CM_Yields_2023.R R/CM_GlobalMacroFactors.R R/Spanned_Factors.R R/GVAR.R R/RiskFactorsPrep.R R/Buildx_xvec.R R/Functionf_vectorized.R R/DatabasePrep.R R/VAR.R R/FMN__Rotate.R R/JLL.R R/CM_Factors.R R/InputsForOpt.R R/MultiATSM.R R/Bootstrap.R R/CM_DomMacroFactors.R R/NumOutputs.R R/LabFac.R R/Reg_K1Q.R R/Out_Examples.R R/Folder_Creation.R R/CM_Trade.R R/ConfidenceBoundsBootstrap.R R/Classes_Methods_All.R inst/doc/Guidelines.Rmd inst/doc/Paper-Replications.R inst/doc/Guidelines.R inst/doc/Paper-Replications.Rmd vignettes/Guidelines.Rmd vignettes/Paper-Replications.Rmd man/DataForEstimation.Rd man/FolderCreation_Boot.Rd man/VARX.Rd man/YieldFor.Rd man/Jordan_JLL.Rd man/ChecksOOS.Rd man/CheckJLLinputs.Rd man/VAR.Rd man/ImposeStat_Aux.Rd man/True_Jordan.Rd man/IRFandGIRF_BS.Rd man/GaussianDensity.Rd man/YieldBounds_FEVDandGFEVD.Rd man/IdxSpanned.Rd man/Transition_Matrix.Rd man/Fitgraphs.Rd man/adjust_delta.Rd man/GetTruePara.Rd man/MultiATSM.Rd man/OptimizationSetup_ATSM.Rd man/ForwardPremia.Rd man/Idx_UnspanFact.Rd man/BuildIRFlist.Rd man/BuildFEVDlist.Rd man/SpecificMLEInputs.Rd man/BR_jps_out.Rd man/plot.ATSMModelForecast.Rd man/Get_Unspanned.Rd man/Get_r0.Rd man/FEVDandGFEVDgraphs.Rd man/summary.ATSMModelOutputs.Rd man/FFtemporary.Rd man/Y_ModImp.Rd man/ComputeGIRFs.Rd man/FMN__Rotate.Rd man/Get_Gy1.Rd man/Reg_K1Q.Rd man/PdynResid_BS.Rd man/OrthoVAR_JLL.Rd man/BuildYields_BS.Rd man/GetPdynPara.Rd man/ParaATSM_opt_ALL.Rd man/RMSE.Rd man/Get_BFull.Rd man/OOS_Forecast.Rd man/TimeVarWeights_GVAR.Rd man/CheckInputsGVAR.Rd man/WishGraphs_IRFandGIRF_Boot.Rd man/ModelPara.Rd man/True_JLLstruct.Rd man/DomesticMacroVar.Rd man/FactorBounds_FEVDandGFEVD.Rd man/Optimization_Time.Rd man/LabFac.Rd man/bound2x.Rd man/Adjust_Const_Type.Rd man/Gen_Artificial_Series.Rd man/llk_JLL_Sigma.Rd man/Out.Rd man/FEVDandGFEVDbs.Rd man/FolderPrep_IRFs.Rd man/df__dx.Rd man/AdjustPathIRFs.Rd man/YieldBounds_IRFandGIRF.Rd man/Reg__OLSconstrained.Rd man/Get_SigmaYields.Rd man/IRFandGIRFgraphs.Rd man/LabelsSpanned.Rd man/Gather_Forecasts.Rd man/Aux_JLLstruct.Rd man/ComputeBounds_FEVDandGFEVD.Rd man/NumOutputs_Bootstrap.Rd man/MatAdjusted.Rd man/Build_xvec.Rd man/genVARbrw.Rd man/Get_V_tilde_BC.Rd man/FacQuantile_bs.Rd man/IDXZeroRestrictionsJLLVarCovOrtho.Rd man/GlobalMacroVar.Rd man/FactorsGVAR.Rd man/Get_G0G1Sigma.Rd man/EstimationSigma_Ye.Rd man/Get_As.Rd man/BootstrapBoundsSet.Rd man/True_BlockDiag.Rd man/YieldsFit.Rd man/GraphicalOutputs.Rd man/Boot_Yields_Graphs.Rd man/GetLabels_JLL.Rd man/MLEdensity.Rd man/ComputeGFEVDs.Rd man/Aux_Jordan.Rd man/RiskFactorsGraphs.Rd man/ForecastYields.Rd man/Optimization.Rd man/True_BoundDiag.Rd man/Spanned_Factors.Rd man/Aux_BlockDiag.Rd man/TermPremiaDecomp.Rd man/sqrtm_robust.Rd man/Compute_BnX_AnX.Rd man/Outputs2exportMLE.Rd man/FolderCreationPoint.Rd man/DomMacro.Rd man/Yields.Rd man/RiskFactorsPrep.Rd man/ComputeFEVDs.Rd man/BuildCI_Yields.Rd man/Factors_NonOrtho.Rd man/Boot_DataGraphFact_perShock.Rd man/WishGraphs_FEVDandGFEVD_Boot.Rd man/YieldsFitAll.Rd man/OptOutputs.Rd man/EstimationSigma_GVARrest.Rd man/Functionf_vectorized.Rd man/Maturities.Rd man/BUnspannedAdapSep_BS.Rd man/ResampleResiduals_BS.Rd man/Fit_Subplot.Rd man/Get_Bs.Rd man/BUnspannedAdapSep.Rd man/Functionf.Rd man/BuildRiskFactors_BS.Rd man/GetPdynPara_BC.Rd man/FeedbackMatrixRestrictionsJLL.Rd man/IRFandGIRFs_Format_Fac.Rd man/MarginalModelPara.Rd man/True_PSD.Rd man/NumOutputs.Rd man/shrink_Phi.Rd man/Aux_BoundDiag.Rd man/FF.Rd man/BuildLinkMat.Rd man/GetAuxPara.Rd man/rhoParas.Rd man/A0N__BnAn.Rd man/CleanOrthoJLL_Boot.Rd man/Gen_Forecast_Yields.Rd man/BUnspannedAdapJoint.Rd man/FEVDandGFEVDs_Graphs.Rd man/Wished_Graphs_IRFandGIRF.Rd man/StarFactors.Rd man/Boot_Fac_Graphs.Rd man/summary.ATSMModelInputs.Rd man/print.ATSMModelInputs.Rd man/GeneralMLEInputs.Rd man/ParaLabelsOpt.Rd man/Boot_DataGraphYield_perShock.Rd man/Check_label_consistency.Rd man/IRFandGIRFs_Format_Yields.Rd man/GlobalMacro.Rd man/ExpectedComponent.Rd man/mult__prod.Rd man/InputsForOpt.Rd man/DataSet_BS.Rd man/estVARbrw.Rd man/IRFandGIRF.Rd man/YieldQuantile_bs.Rd man/ComputeBounds_IRFandGIRF.Rd man/VarianceExplained.Rd man/Update_SSZ_JLL.Rd man/x2bound.Rd man/LoadData.Rd man/Update_ParaList.Rd man/FactorBounds_IRFandGIRF.Rd man/CheckInputsForMLE.Rd man/FolderCreationBoot.Rd man/m_var.Rd man/AdjustYieldsDates.Rd man/LabelsStar.Rd man/pca_weights_one_country.Rd man/DatabasePrep.Rd man/Aux_PSD.Rd man/Getdt.Rd man/Get_Sigma_JLL.Rd man/RemoveNA.Rd man/AdjustPathFEVDs.Rd man/NoOrthoVAR_JLL.Rd man/InputsForOutputs.Rd man/Optimization_PE.Rd man/FeedbackMat_BS.Rd man/Compute_EP.Rd man/Trade_Flows.Rd man/TermPremia.Rd man/BuildATSM_RiskFactors.Rd man/ComputeIRFs.Rd man/FolderPrep_FEVDs.Rd man/K1XQStationary.Rd man/TradeFlows.Rd man/residY_original.Rd man/GVAR_PrepFactors.Rd man/ImposeStat_True.Rd man/CholRestrictionsJLL.Rd man/pos2x.Rd man/GetLabels_sepQ.Rd man/IdxAllSpanned.Rd man/AdjustOptm_BS.Rd man/Boot_graph_template.Rd man/FEVDandGFEVD.Rd man/TPDecompGraph.Rd man/GetYields_AllCountries.Rd man/Wished_Graphs_FEVDandGFEVD.Rd man/Convert2JordanForm.Rd man/Bias_Correc_VAR.Rd man/FEVDandGFEVD_BS.Rd man/RiskFactors.Rd man/x2pos.Rd man/Get_a0.Rd man/Get_llk.Rd man/BuildGVAR.Rd man/GVAR.Rd man/JLL.Rd man/IRFandGIRFbs.Rd man/Bootstrap.Rd man/OutputConstruction.Rd man/Check_comparison__OLS.Rd man/GetPdynPara_NoBC.Rd man/OrthoReg_JLL.Rd man/Y_Fit.Rd