MultiATSM (version 1.3.0)

FeedbackMat_BS: Compute the Feedback matrix of each bootstrap draw

Description

Compute the Feedback matrix of each bootstrap draw

Usage

FeedbackMat_BS(
  ModelType,
  RiskFactors_TS,
  FactorLabels,
  Economies,
  GVARlist,
  JLLlist,
  WishBRW,
  BRWlist
)

Arguments

ModelType

String-vector containing the label of the model to be estimated

RiskFactors_TS

Time-series of risk factors of the bootstrap (F x T)

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

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)