Wished_Graphs_IRFandGIRF

Extract list of desired graph features (IRFs anc GIRFs)

internal

Estimation routines for several classes of affine term structure of interest rates models. All the models are based on the single-country unspanned macroeconomic risk framework from Joslin, Priebsch, and Singleton (2014, JF) <doi:10.1111/jofi.12131>. Multicountry extensions such as the ones of Jotikasthira, Le, and Lundblad (2015, JFE) <doi:10.1016/j.jfineco.2014.09.004>, Candelon and Moura (2023, EM) <doi:10.1016/j.econmod.2023.106453>, and Candelon and Moura (Forthcoming, JFEC) <doi:10.1093/jjfinec/nbae008> are also available.

Rubens Moura

MultiATSM

Multicountry Term Structure of Interest Rates Models

Wished_Graphs_IRFandGIRF function

<dl><dt>InputsForOutputs</dt>
<dd>List of inputs for outputs</dd>
<dt>OutType</dt>
<dd>Output types "IRF", "GIRF" and "IRF Ortho"</dd>
<dt>ModelType</dt>
<dd>desired model type</dd></dl>

Arguments

Extract list of desired graph features (IRFs anc GIRFs) — Wished_Graphs_IRFandGIRF

<dl>

<dt>InputsForOutputs</dt>
<dd>List of inputs for outputs</dd>


<dt>OutType</dt>
<dd>Output types "IRF", "GIRF" and "IRF Ortho"</dd>


<dt>ModelType</dt>
<dd>desired model type</dd>

</dl>

Wished_Graphs_IRFandGIRF: Extract list of desired graph features (IRFs anc GIRFs)

Description

Usage

Arguments