IRFandGIRF {MultiATSM} | R Documentation |
IRFs and GIRFs for all models
Description
IRFs and GIRFs for all models
Usage
IRFandGIRF(ModelType, ModelPara, IRFhoriz, FactorLabels, Economies)
Arguments
ModelType |
string-vector containing the label of the model to be estimated |
ModelPara |
list of model parameter estimates (See the "Optimization" function) |
IRFhoriz |
single numerical vector containing the desired horizon of analysis for the IRFs |
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 |
Details
The Structural shocks from the IRFs are identified via Cholesky decomposition
[Package MultiATSM version 1.1.0 Index]