BuildIRFlist: 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

BuildIRFlist(NumOut, Economies, ModelType, IRFhoriz, FacDim, 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
IRFhoriz	time-horizon of the IRF and GIRF
FacDim	dimension of the risk factor vector
OutputType	available option are 'IRF' and 'GIRF'

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