BootstrapBoundsSet: Builds the confidence bounds and graphs (Bootstrap set)

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Builds the confidence bounds and graphs (Bootstrap set)

Description

Builds the confidence bounds and graphs (Bootstrap set)

Usage

BootstrapBoundsSet(
  ModelType,
  ModelBootstrap,
  NumOutPE,
  InputsForOutputs,
  Economies
)

Arguments

ModelType	string-vector containing the label of the model to be estimated
ModelBootstrap	list containing the complete set of model parameters after the bootstrap estimation procedure
NumOutPE	point estimate from the numerical outputs (see the outputs of the "NumOutputs" function)
InputsForOutputs	list containing the desired inputs for the construction of IRFs, GIRFs, FEVDs, and GFEVDs
Economies	string-vector containing the names of the economies which are part of the economic system

MultiATSM documentation built on June 8, 2025, 1:59 p.m.