Get_FeedMat_NoBC: Estimate feedback matrix from several models (No...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Estimate feedback matrix from several models (No bias-corrected version)

Description

Estimate feedback matrix from several models (No bias-corrected version)

Usage

Get_FeedMat_NoBC(
  RiskFactors,
  ModelType,
  Economies,
  GVARinputs,
  JLLinputs,
  FactorLabels,
  CheckInpts = FALSE
)

Arguments

RiskFactors	A numeric matrix (T x F) representing the time series of risk factors.
Economies	A character vector containing the names of the economies included in the system.
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.
CheckInpts	Check for the consistency of the provided inputs. Default is FALSE.

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