GFEVDjointOrthoJLL {MultiATSM}R Documentation

Orthogonalized GFEVDs for JLL models

Description

Orthogonalized GFEVDs for JLL models

Usage

GFEVDjointOrthoJLL(ModelType, ModelPara, GFEVDhoriz, FactorLabels, Economies)

Arguments

ModelType

a string-vector containing the label of the model to be estimated

ModelPara

List of model parameter estimates (See the "Optimization" function)

GFEVDhoriz

single numerical vector conataining the desired horizon of analysis for the GFEVDs

FactorLabels

a string-list based which contains all the labels of all the variables present in the model

Economies

a string-vector containing the names of the economies which are part of the economic system

References


[Package MultiATSM version 1.1.0 Index]