FeedMat_M: Computes an average or median feedback matrix across several...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Computes an average or median feedback matrix across several bootstrap iterations

Description

Computes an average or median feedback matrix across several bootstrap iterations

Usage

FeedMat_M(
  K1Z_j,
  N_boot,
  RiskFactors,
  GVARinputs,
  JLLinputs,
  FactorLabels,
  Economies,
  ModelType,
  Use_Mean
)

Arguments

K1Z_j	Feedback matrix at the j_th iteration
N_boot	Number of bootstrap samples per iteration.
RiskFactors	A numeric matrix (T x F) representing the time series of risk factors.
GVARinputs	List. Inputs for GVAR model estimation.
JLLinputs	List. Inputs for JLL model estimation.
FactorLabels	A list of character vectors with labels for all variables in the model
Economies	A character vector containing the names of the economies included in the system.
ModelType	A character vector indicating the model type to be estimated.
Use_Mean	Choose between the mean or the median across the bootstrap iterations.

MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.