True_BlockDiag: Transformation of the block diagonal parameters (true form)

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Transformation of the block diagonal parameters (true form)

Description

Transformation of the block diagonal parameters (true form)

Usage

True_BlockDiag(ParaValue, Const_Type, FactorLabels, Economies, GVARinputs)

Arguments

ParaValue	Constrained parameter
Const_Type	Type of constraint
FactorLabels	string-list based which contains 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
GVARinputs	Inputs used in the estimation of the GVAR-based models

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