MultiATSM (version 1.3.0)

GetPdynPara: Compute the parameters used in the P-dynamics of the model

Description

Compute the parameters used in the P-dynamics of the model

Usage

GetPdynPara(
  RiskFactors,
  FactorLabels,
  Economies,
  ModelType,
  BRWinputs,
  GVARinputs,
  JLLinputs,
  CheckInputs = F
)

Arguments

RiskFactors

time series of risk factors (F x T). Could be stored in a list depending on the model

FactorLabels

string-list based which contains the labels of all variables present in the model

Economies

string-vector containing the names of the economies which are part of the economic system

ModelType

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

BRWinputs

list of necessary inputs for performing the bias-corrected estimation (see "Bias_Correc_VAR" function)

GVARinputs

list of necessary inputs for the estimation of GVAR-based models (see "GVAR" function)

JLLinputs

list of necessary inputs for the estimation of JLL-based models (see "JLL" function)

CheckInputs

Logical. Whether to perform a prior check on the consistency of the provided input list. Default is FALSE.