LabFac: Generates the labels factors

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Generates the labels factors

Description

Generates the labels factors

Usage

LabFac(N, DomVar, GlobalVar, Economies, ModelType)

Arguments

N	Integer. Number of country-specific spanned factors.
DomVar	A character vector containing the names of the domestic variables.
GlobalVar	A character vector containing the names of the global variables.
Economies	A character vector containing the names of the economies included in the system.
ModelType	A character vector indicating the model type to be estimated.

Value

List containing the risk factor labels

Examples

N <- 2
DomVar <- c("inflation", "Output gap")
GlobalVar <- "Commodity Prices"
Economies <- c("U.S.", "Canada", "Germany", "Japan")
ModelType <- "JPS original"

VarLabels <- LabFac(N, DomVar, GlobalVar, Economies, ModelType)

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