MultiATSM (version 1.3.0)

GetPdynPara_NoBC: Compute P-dynamics parameters without using the bias correction method from BRW (2012)

Description

Compute P-dynamics parameters without using the bias correction method from BRW (2012)

Usage

GetPdynPara_NoBC(
  ModelType,
  RiskFactors,
  Economies,
  N,
  GVARinputs,
  JLLinputs,
  CheckInpts = F
)

Arguments

ModelType

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

RiskFactors

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

Economies

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

N

number of country-specific spanned factors

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)