Build_xvec: Obtain the auxiliary values corresponding to each parameter,...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Obtain the auxiliary values corresponding to each parameter, its size and its name

Description

Obtain the auxiliary values corresponding to each parameter, its size and its name

Usage

Build_xvec(ListInputSet, Economies, FactorLabels, JLLinputs = NULL)

Arguments

ListInputSet	variable inputs used in the optimization (see "optimization" function)
Economies	string-vector containing the names of the economies which are part of the economic system
FactorLabels	list of necessary inputs for the estimation of JLL-based models (see JLL function)
JLLinputs	Necessary inputs for the estimation of the JLL-based models

References

This function is a based on the "getx" function by Le and Singleton (2018).
"A Small Package of Matlab Routines for the Estimation of Some Term Structure Models."
(Euro Area Business Cycle Network Training School - Term Structure Modelling).

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