TermPremiaDecompJoint {MultiATSM} | R Documentation |
Decomposition of yields into the average of expected future short-term interest rate and risk premia for "joint Q" models
Description
Decomposition of yields into the average of expected future short-term interest rate and risk premia for "joint Q" models
Usage
TermPremiaDecompJoint(
ModelPara,
FactorLabels,
ModelType,
InputsForOutputs,
Economies
)
Arguments
ModelPara |
list of model parameter estimates (see the "Optimization" function) |
FactorLabels |
string-list based which contains all the labels of all the variables present in the model |
ModelType |
string-vector containing the label of the model to be estimated |
InputsForOutputs |
list conataining the desired horizon of analysis for the model fit, IRFs, GIRFs, FEVDs, GFEVDs and risk premia decomposition |
Economies |
string-vector containing the names of the economies which are part of the economic system |
[Package MultiATSM version 1.1.0 Index]