draw_output_gap: Draws the parameters of the output gap..

In sectorgap: Consistent Economic Trend Cycle Decomposition

Draws the parameters of the output gap..

Description

This is a wrapper function that draws the parameters of the output gap for different cycle specifications

Usage

draw_output_gap(Y, phi, phiDistr, sigma, sigmaDistr)

Arguments

Y	dependent variable
phi	autoregressive coefficient vector
phiDistr	prior distribution of autoregressive coefficient vector
sigma	innovation variance
sigmaDistr	prior distribution of innovation variance

Value

A named vector of drawn parameters.

sectorgap documentation built on May 29, 2024, 10:56 a.m.