MultiATSM (version 1.3.0)

Outputs2exportMLE: Prepares inputs to export

Description

Prepares inputs to export

Usage

Outputs2exportMLE(
  Label_Multi_Models,
  Economies,
  RiskFactors,
  Yields,
  mat,
  ModelInputsGen,
  ModelInputsSpec,
  PdynPara,
  ModelType
)

Arguments

Label_Multi_Models

string-vector containing the names of the multicountry setups

Economies

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

RiskFactors

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

Yields

matrix (CJ x T) or a list containing those matrices, where C is the number of countries, J - the number of maturities and T - time series length

mat

vector of maturities (in years) used in the estimation

ModelInputsGen

List of generic inputs

ModelInputsSpec

List of specific inputs

PdynPara

Model parameters estimated in the P-dynamics the

ModelType

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