GVAR_PrepFactors: Prepare risk factors for the estimation of the GVAR model

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Prepare risk factors for the estimation of the GVAR model

Description

Prepare risk factors for the estimation of the GVAR model

Usage

GVAR_PrepFactors(GVARinputs, DomLabels, StarLabels, GlobalLabels, N)

Arguments

GVARinputs	List of inputs for GVAR-based models
DomLabels	string-based vector containing label of the domestic risk factors
StarLabels	string-based vector containing label of the star domestic risk factors
GlobalLabels	string-based vector containing label of the global risk factors
N	number of country-specific spanned factors (scalar)

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