FEVDandGFEVD_BS: FEVDs and GFEVDs after bootstrap for all models

In MultiATSM: Multicountry Term Structure of Interest Rates Models

FEVDs and GFEVDs after bootstrap for all models

Description

FEVDs and GFEVDs after bootstrap for all models

Usage

FEVDandGFEVD_BS(ModelType, ModelParaBoot, FEVDhoriz, FactorLabels, Economies)

Arguments

ModelType	string-vector containing the label of the model to be estimated
ModelParaBoot	list of model parameter estimates (see the "Optimization" function) after a bootstrap draw
FEVDhoriz	single numerical vector containing the desired horizon of analysis for the FEVDs
FactorLabels	string-list based which contains all the labels of all the variables present in the model
Economies	string-vector containing the names of the economies which are part of the economic system

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