NumOutputs_Bootstrap: Numerical outputs (IRFs, GIRFs, FEVD, and GFEVD) for...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Numerical outputs (IRFs, GIRFs, FEVD, and GFEVD) for bootstrap

Description

Numerical outputs (IRFs, GIRFs, FEVD, and GFEVD) for bootstrap

Usage

NumOutputs_Bootstrap(
  ModelType,
  ModelParaBoot,
  InputsForOutputs,
  FactorLabels,
  Economies
)

Arguments

ModelType	A character vector indicating the model type to be estimated.
ModelParaBoot	A list of model parameter estimates (see the "Optimization" function) after a bootstrap draw
InputsForOutputs	A list containing the necessary inputs for generating IRFs, GIRFs, FEVDs, GFEVDs and Term Premia.
FactorLabels	A list of character vectors with labels for all variables in the model.
Economies	A character vector containing the names of the economies included in the system.

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