OutputConstruction: Numerical outputs (variance explained, model fit, IRFs,...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Numerical outputs (variance explained, model fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk premia decomposition) for all models

Description

Numerical outputs (variance explained, model fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk premia decomposition) for all models

Usage

OutputConstruction(
  ModelType,
  ModelPara,
  InputsForOutputs,
  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)
InputsForOutputs	list containing the desired horizon of analysis for the model fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk premia decomposition
FactorLabels	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 June 8, 2025, 1:59 p.m.