Get_Gy1: Compute the feedback matrix from a GVAR model with global...
In MultiATSM: Multicountry Term Structure of Interest Rates Models
Get_Gy1 R Documentation
Compute the feedback matrix from a GVAR model with global factors
Description
Compute the feedback matrix from a GVAR model with global factors
Usage
Get_Gy1(ParaVARX, GVARinputs, G1, Phi_w1)
Arguments
ParaVARX
List containing the set of VARX model parameters
GVARinputs
List of inputs for GVAR-based models
G1
feedback matrix from a GVAR without global variables
Phi_w1
feedback matrix from a marginal model
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| Get_Gy1 | R Documentation |
Compute the feedback matrix from a GVAR model with global factors
Description
Compute the feedback matrix from a GVAR model with global factors
Usage
Get_Gy1(ParaVARX, GVARinputs, G1, Phi_w1)
Arguments
ParaVARX |
List containing the set of VARX model parameters |
GVARinputs |
List of inputs for GVAR-based models |
G1 |
feedback matrix from a GVAR without global variables |
Phi_w1 |
feedback matrix from a marginal model |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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