MultiATSM (version 1.3.0)

ComputeIRFs: Compute IRFs of all models

Description

Compute IRFs of all models

Usage

ComputeIRFs(
  SIGMA,
  K1Z,
  BLoad,
  FactorLabels,
  FacDim,
  MatLength,
  IRFhoriz,
  YieldsLabel,
  ModelType,
  Economy = NULL,
  PI = NULL,
  Mode = FALSE
)

Arguments

SIGMA

Variance-covariance matrix

K1Z

Loading As

BLoad

Loading Bs

FactorLabels

List containing the label of factors

FacDim

Dimension of the P-dynamics

MatLength

Length of the maturity vector

IRFhoriz

Horizon of the analysis

YieldsLabel

Label of bond yields

ModelType

Desired model type

Economy

specific economy under study

PI

matrix PI for JLL-based models

Mode

allows for the orthogonalized version in the case of JLL-based models