BuildRiskFactors_BS: Build the time-series of the risk factors in each bootstrap draw

Description

Build the time-series of the risk factors in each bootstrap draw

Usage

BuildRiskFactors_BS(
  ModelParaPE,
  residPdynOriginal,
  residYieOriginal,
  InputsForOutputs,
  Economies,
  ModelType,
  FactorLabels,
  GVARlist,
  JLLlist,
  WishBRW,
  BRWlist,
  nlag = 1
)

Arguments

ModelParaPE: List of point estimates of the model parameter
residPdynOriginal: Time-series of the residuals from the P-dynamics equation (T x F)
residYieOriginal: Time-series of the residuals from the observational equation (T x J or T x CJ)
InputsForOutputs: List containing the desired inputs for the construction of the numerical outputs.
Economies: String-vector containing the names of the economies which are part of the economic system
ModelType: Desired model to be estimated
FactorLabels: String-list based which contains the labels of all the variables present in the model
GVARlist: List of necessary inputs for the estimation of GVAR-based models
JLLlist: List of necessary inputs for the estimation of JLL-based models
WishBRW: Whether the user wishes to estimate the physical parameter model with the Bias correction model from BRW (2012) (see "Bias_Correc_VAR" function). Default is set to 0.
BRWlist: List of necessary inputs for performing the bias-corrected estimation (see "Bias_Correc_VAR" function)
nlag: Number of lags in the P-dynamics. Default is set to 1.