AdjustPathIRFs

Generate paths to save IRFs/GIRFs graphs

internal

Estimation routines for several classes of affine term structure of interest rates models. All the models are based on the single-country unspanned macroeconomic risk framework from Joslin, Priebsch, and Singleton (2014, JF) <doi:10.1111/jofi.12131>. Multicountry extensions such as the ones of Jotikasthira, Le, and Lundblad (2015, JFE) <doi:10.1016/j.jfineco.2014.09.004>, Candelon and Moura (2023, EM) <doi:10.1016/j.econmod.2023.106453>, and Candelon and Moura (Forthcoming, JFEC) <doi:10.1093/jjfinec/nbae008> are also available.

Rubens Moura

MultiATSM

Multicountry Term Structure of Interest Rates Models

AdjustPathIRFs function

<dl><dt>OutputType</dt>
<dd>available options are "IRF" and "GIRF"</dd>
<dt>ElementType</dt>
<dd>available options are "Factors" and "Yields"</dd>
<dt>PathsGraphs</dt>
<dd>desired path to save the graphs</dd>
<dt>Economies</dt>
<dd>Economies of the economic system</dd>
<dt>ModelType</dt>
<dd>Desired estimated model type</dd></dl>

Arguments

Generate paths to save IRFs/GIRFs graphs — AdjustPathIRFs

<dl>

<dt>OutputType</dt>
<dd>available options are "IRF" and "GIRF"</dd>


<dt>ElementType</dt>
<dd>available options are "Factors" and "Yields"</dd>


<dt>PathsGraphs</dt>
<dd>desired path to save the graphs</dd>


<dt>Economies</dt>
<dd>Economies of the economic system</dd>


<dt>ModelType</dt>
<dd>Desired estimated model type</dd>

</dl>

AdjustPathIRFs: Generate paths to save IRFs/GIRFs graphs

Description

Usage

Arguments