FeedbackMatrixRestrictionsJLL: Set the zero-restrictions on the feedback matrix of JLL's...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Set the zero-restrictions on the feedback matrix of JLL's P-dynamics

Description

Set the zero-restrictions on the feedback matrix of JLL's P-dynamics

Usage

FeedbackMatrixRestrictionsJLL(DomUnit, K, G, M, N)

Arguments

DomUnit	Name of the economy which is assigned as the dominant unit. If no dominant unit is assigned, then this variable is defined as "none"
K	Total number of risk factors of the economic system (scalar)
G	Number of global unspanned factors (scalar)
M	Number of country-specific unspanned factors (scalar)
N	Number of country-specific spanned factors (scalar)

Value

matrix containing the restrictions of the feedback matrix (K x K)

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