Outputs2exportMLE: Prepares inputs to export

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Prepares inputs to export

Description

Prepares inputs to export

Usage

Outputs2exportMLE(
  Label_Multi_Models,
  Economies,
  RiskFactors,
  Yields,
  mat,
  ModelInputsGen,
  ModelInputsSpec,
  PdynPara,
  ModelType
)

Arguments

Label_Multi_Models	string-vector containing the names of the multicountry setups
Economies	string-vector containing the names of the economies which are part of the economic system
RiskFactors	time series of risk factors (F x T). Could be stored in a list depending on the model
Yields	matrix (CJ x T) or a list containing those matrices, where C is the number of countries, J - the number of maturities and T - time series length
mat	vector of maturities (in years) used in the estimation
ModelInputsGen	List of generic inputs
ModelInputsSpec	List of specific inputs
PdynPara	Model parameters estimated in the P-dynamics the
ModelType	string-vector containing the label of the model to be estimated

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