BuildFEVDlist: Build the list of IRF and GIRF for both factors and bond...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Build the list of IRF and GIRF for both factors and bond yields

Description

Build the list of IRF and GIRF for both factors and bond yields

Usage

BuildFEVDlist(
  NumOut,
  Economies,
  ModelType,
  FEVDhoriz,
  FacDim,
  YieldsDim,
  OutputType
)

Arguments

NumOut	list of computed outputs containing the model fit, IRFs, FEVDs, GIRFs, GFEVDs and Term Premia
Economies	Economies of the economic system
ModelType	Desired model type
FEVDhoriz	time-horizon of the FEVD and GFEVD
FacDim	dimension of the risk factor vector
YieldsDim	dimension of the model set of yields
OutputType	available option are 'FEVD' and 'GFEVD'

MultiATSM documentation built on April 4, 2025, 1:40 a.m.