ExpectedComponent: Get the expected component of all models

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Get the expected component of all models

Description

Get the expected component of all models

Usage

ExpectedComponent(
  ModelPara,
  InputsForOutputs,
  ModelType,
  Economies,
  FactorLabels,
  WishFP = FALSE
)

Arguments

ModelPara	list of model parameter estimates
InputsForOutputs	list containing the desired horizon of analysis for the model fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk premia decomposition
ModelType	desired model type
Economies	string-vector containing the names of the economies which are part of the economic system
FactorLabels	string-list based which contains all the labels of all the variables present in the model
WishFP	If users wants to compute the forward premia. Default is FALSE.

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