IRFandGIRF: IRFs and GIRFs for all models

In MultiATSM: Multicountry Term Structure of Interest Rates Models

IRFs and GIRFs for all models

Description

IRFs and GIRFs for all models

Usage

IRFandGIRF(ModelType, ModelPara, IRFhoriz, FactorLabels, Economies)

Arguments

ModelType	string-vector containing the label of the model to be estimated
ModelPara	list of model parameter estimates (See the "Optimization" function)
IRFhoriz	single numerical vector containing the desired horizon of analysis for the IRFs
FactorLabels	string-list based which contains the labels of all the variables present in the model
Economies	string-vector containing the names of the economies which are part of the economic system

Details

The Structural shocks from the IRFs are identified via Cholesky decomposition

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