ForwardPremia: Compute the forward premia for all models

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Compute the forward premia for all models

Description

Compute the forward premia for all models

Usage

ForwardPremia(
  ModelPara,
  avexpFP,
  ModelType,
  FactorLabels,
  InputsForOutputs,
  Economies
)

Arguments

ModelPara	list of model parameter estimates
avexpFP	list containing the country-specific expected component of the forward period
ModelType	desired model type
FactorLabels	List of factor labels
InputsForOutputs	list containing the desired horizon of analysis for the model fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk premia decomposition
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.