Idx_UnspanFact: Obtain the indexes of both the domestic and global unspanned...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Obtain the indexes of both the domestic and global unspanned factors

Description

Obtain the indexes of both the domestic and global unspanned factors

Usage

Idx_UnspanFact(RiskFactors_TS, FactorLabels, Economies)

Arguments

RiskFactors_TS	Time series of risk factors for the jointly estimated models (CJ x T)
FactorLabels	A string-list based which contains all 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

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