TPDecompGraph: Term Premia decomposition graphs for all models

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Term Premia decomposition graphs for all models

Description

Term Premia decomposition graphs for all models

Usage

TPDecompGraph(
  ModelType,
  NumOut,
  ModelPara,
  WishRPgraphs,
  UnitYields,
  Economies,
  PathsGraphs
)

Arguments

ModelType	a string-vector containing the label of the model to be estimated
NumOut	list of computed outputs containing the model fit, IRFs, FEVDs, GIRFs, GFEVDs and Risk premia
ModelPara	list of model parameter estimates (See the "Optimization" function)
WishRPgraphs	binary variable: set 1, if the user wishes graphs to be generated; or set 0, otherwise
UnitYields	(i) "Month": if maturity of yields are expressed in months or (ii) "Year": if maturity of yields are expressed in years
Economies	a string-vector containing the names of the economies which are part of the economic system
PathsGraphs	Path of the folder in which the graphs will be saved

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