GetAuxPara: Compute the auxiliary parameters a.

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Compute the auxiliary parameters a.

Description

Compute the auxiliary parameters a.

Usage

GetAuxPara(
  ParaValue,
  Const_Type_Full,
  Economies,
  FactorLabels,
  JLLinputs = NULL
)

Arguments

ParaValue	Parameter value
Const_Type_Full	character-based vector that describes the constraints. Constraints are: 'Jordan' for single-country models; 'Jordan; stationary' for single-country models; 'Jordan MultiCountry' for multicountry models; 'Jordan MultiCountry; stationary' for multicountry models; 'psd' for JPS-based models; 'BlockDiag' for GVAR-based models; 'JLLstructure' for JLL-based models;
Economies	string-vector containing the names of the economies which are part of the economic system
FactorLabels	string-list based which contains the labels of all the variables present in the model
JLLinputs	list of necessary inputs for the estimation of JLL-based models (see "JLL" function)

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