Bootstrap {MultiATSM} | R Documentation |
Generates the bootstrap-related outputs
Description
Generates the bootstrap-related outputs
Usage
Bootstrap(
ModelType,
ModelParaPE,
NumOutPE,
Economies,
InputsForOutputs,
FactorLabels,
JLLlist = NULL,
GVARlist = NULL,
WishBC = 0,
BRWlist = NULL
)
Arguments
ModelType |
A character vector indicating the model type to be estimated. |
ModelParaPE |
A list containing the point estimates of the model parameters. For details, refer to the outputs from the |
NumOutPE |
The point estimate derived from numerical outputs. See the outputs from the |
Economies |
A character vector containing the names of the economies included in the system. |
InputsForOutputs |
A list containing the necessary inputs for generating IRFs, GIRFs, FEVDs, GFEVDs and Term Premia. |
FactorLabels |
A list of character vectors with labels for all variables in the model. |
JLLlist |
List. Inputs for JLL model estimation (see |
GVARlist |
List. Inputs for GVAR model estimation (see |
WishBC |
Whether to estimate the physical parameter model with bias correction, based on the method by Bauer, Rudebusch and Wu (2012) (see |
BRWlist |
List of necessary inputs for performing the bias-corrected estimation (see |
Value
list containing the following elements:
list of model parameters for one each one the draws;
list of numerical outputs (IRFs, GIRFs, FEVDs, GFEVDs and Term Premia) for each one of the draws;
Confidence bounds for the chosen level of significance.
References
This function is a modified and extended version of the VARirbound
function from "A toolbox for VAR analysis"
by Ambrogio Cesa-Bianchi (https://github.com/ambropo/VAR-Toolbox)
Examples
# See an example of implementation in the vignette file of this package (Section 4).