ForecastYields {MultiATSM}

Gather bond yields forecasts for all the model types

Description

Gather bond yields forecasts for all the model types

Usage

ForecastYields(
  ModelType,
  ModelPara,
  InputsForOutputs,
  FactorLabels,
  Economies,
  DataFrequency,
  JLLinputs,
  GVARinputs,
  BRWinputs
)

Arguments

ModelType

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

ModelPara

List of model parameter estimates (See the "Optimization" function)

InputsForOutputs

list conataining the desired horizon of analysis for the IRFs, GIRFs, FEVDs, and GFEVDs

FactorLabels

a string-list based which contains all 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

DataFrequency

text: "Daily All Days", "Daily Business Days", "Weekly", "Monthly", "Quarterly", "Annually"

JLLinputs

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

GVARinputs

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

BRWinputs

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

Value

List containg the following elements

1. Out-of-sample forecasts of bond yields per forecast horizon

2. Out-of-sample forecast errors of bond yields per forecast horizon

3. Root mean square errors per forecast horizon

Examples

# See examples in the vignette file of this package (Section 4).