Check_label_consistency: Check consistency of labels (economies, domestic and global...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Check consistency of labels (economies, domestic and global variables)

Description

Check consistency of labels (economies, domestic and global variables)

Usage

Check_label_consistency(
  Economies,
  DomesticMacroFac,
  GlobalMacroFac,
  DomVarLab,
  GloVarLab
)

Arguments

Economies	string-vector containing the names of the economies which are part of the economic system
DomesticMacroFac	time series of the country-specific domestic risk factors (C(M+N) x T)
GlobalMacroFac	time series of the global risk factors (G X T)
DomVarLab	string-vector containing the names of the desired domestic risk factors
GloVarLab	string-vector containing the names of the desired global risk factors

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