Functionf_vectorized: Use function f to generate the outputs from a ATSM

Description

Use function f to generate the outputs from a ATSM

Usage

Functionf_vectorized(
  x,
  sizex,
  f,
  con,
  ListInputSet,
  ModelType,
  FactorLabels,
  Economies,
  JLLinputs,
  GVARinputs,
  WithEstimation
)

Arguments

x: vector containing all the vectorized auxiliary parameters
sizex: matrix (6x2) containing the size information of all parameters
f: vector-valued objective function (function)
con: if con = 'concentration', then set the value of the parameter whose name contains @ to empty
ListInputSet: variable inputs used in the optimization (see inputs from "optimization" function)
ModelType: string-vector containing the label of the model to be estimated
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
JLLinputs: Set of necessary inputs used in the estimation of the JLL-based models (see "JLL" function)
GVARinputs: Set of necessary inputs used in the estimation of the GVAR-based models (see "GVAR" function)
WithEstimation: if TRUE, returns only the values of the likelihood function, else generates the entire set of outputs

References

This function is modified version of the "f_with_vectorized_parameters" function by Le and Singleton (2018).
"A Small Package of Matlab Routines for the Estimation of Some Term Structure Models."
(Euro Area Business Cycle Network Training School - Term Structure Modelling). Available at: https://cepr.org/40029